It doesn't matter where you register your domain since you just point the domain to your host server (In this Case DreamHost). You shouldn't concern yourself to much a about the laws of registering domains - if it's a Top Level Domain such as .COM, in the event it's an .se domain then it should be fine as you live in Sweden.
Use a Web Host in Your Target Region
I personally haven't used Dreamhost but I've used many other hosts and normally what I look for is a reputable host with lots of RAVES rather than rants. Use Google to your advantage and see what people got to say about Dreamhost rather than going though a trial basis.
Furthermore you should factor in your audience. If you plan to target people living in Sweden then you should use a host in Sweden, otherwise the data is having to travel further and ultimately this will slow down the user experience for your target region.
In regards of using copyrighted material you should always seek permission from the Copyright Holders, i.e if its an Matrix Soundtrack or Trailer you need to seek permission from Warner Brothers.
Sadly it's not just a matter of taking it down once you receive a complaint, or DMCA take down order - you can still be liable for damages. It's also worth noting it can damage your Search Engine Ranking's if the search engine receives the take down order which nowadays is more regular.
They don't care about you promoting their product they care about making DIRECT money and a lot of copyrighted material found on networks such as iMDB they have obtained permission or a license to do so... for examples trailers. Lucky enough you have things like YouTube which you can embed on your site and then though advertising they receive their license fee - so to speak.
Be-careful of Trademark Infringement
If you obtained a free domain while purchasing a web hosting package then you need to check the terms and conditions as canceling the order may permit them to keep the domain. If you buy the domain separately you are the OWNER of this, furthermore be-careful not to include trademarks and company names within the domain name... for example you can't own warnerbrothermovies.com or Ilovefacebook.com since these would infringe on trademarks and most likely ICANN or alternative domain handler will remove the domain from the DNS records.
The content that you upload and assuming it was created by yourself remains your ownership and no one is allowed to copy/use/change it unless you give them permission.
This includes various media types such as videos and pictures but! also TEXT content.
The question you've asked on PRO webmasters is suitable as its related to running a site of your own and its sensible to ask ahead before doing so. GL ;)