Hello, in Sweden, I don't think there is that many companies working and researching in nanophysics, you should consult your student-advisor.
I think you first have to make up your mind what is the most important thing:
i) Working at a company
ii) The subject it self.
Is nanophysics the most interesting thing for you, then you should go all the way.
If you have started your eduaction in pure science, then you can always choose such classes that you have almost the same content as the engineering physics students. Like programming etc, but at leat at my university, the more technical classes are only for the engineering physics students. So of course the chance of getting to work at a company increases a lot if you have the proper diploma. But the most important thing is to do what is most fun and interesting and do the best, make sure you get good grades in classes and make an excellent thesis and get good references from professors and scientists.
In sweden, Uppsala university, we have a master program in material physics, which I think will suite you very well! Make sure to get a bachelor degree, and apply for the master program autumn 2010 :-)
here are good links for you (in swedish):
http://www.fysik.uu.se/
http://www.fysik.uu.se/bologna/master/
http://www.uu.se/node605?pKod=TFY2M&lasar=09/10
http://www.teknat.uu.se/cms/node412
(these are just a FEW of the courses they have, they have more which varies from year to year - and those project courses are really good if you want to do more specialized things)
also, please contant me via PM if you want.