BUT, at the same time, we'll be charged by new risks and new costs... what if the legal-way doesn't succeed or become only a waste of time?
Why should be a waste of time? The right to cancel a purchase is pretty clear and well explained here:
http://www.konsumentverket.se/otherlanguages/English/Consumer-rights/Right-to-cancel-a-purchase-Right-of-withdrawal/especially:
The right of withdrawal applies from the day you receive the goods, in the case of services, the day the contract is entered into. If the seller has not informed you of the right of withdrawal, you have one year's right of withdrawal.
You are allowed to inspect the goods, and the right of withdrawal also applies if you have had to alter the goods in order to inspect them. If you have altered the goods more than was necessary, the company has a right to make a deduction when you cancel the purchase as a result of the reduction in value.
You have to send the goods back to the seller and you have to pay the return delivery costs. The seller will then refund the full amount you have paid, including delivery costs that you paid when the goods were sent to you. The refund must be made as soon as possible and within 14 days from the day you cancelled.