I might have misunderstood the instructions, but since Russia has a border with Norway couldn't it end Russia-Norway-Sweden? Also, it would be helpful to say that you need to start by typing "Malaysia" into the first box.
Interesting quiz - I kept trying to go through Turkey and then read the instructions again - fewest countries, which leaves out that part of Europe! That said, wouldn't the shortest route from Russia be straight across northern Finland into northern Sweden, instead of trekking north to Norway and back south to Sweden?