I just finished the first book earlier this week and immediately purchased the other two books.
I also watched the movie (with sub-titles) the day after and of course it was no where near as satisfying as the book (lacked a lot of the layers of deceit and danger). What the movie did for me was help me to learn the correct pronunciation of the some the names and locations. I'm not very familiar with the Swedish language, so in my head I was off in some of my pronunciations (Vanger = VanJER). I also thought a typo was a Swedish word for a moment ("Helita" was really "He lit a").