Now, I have no idea what this stuff is called in English, or if you can even find it locally, but you need to get some of this:

http://www.rusta.se/product.asp?product_id=79

It's a roll of rubbery insulation material, with a P-shapped crossection (thus the name), and an adhesive back. You just stick it around the edges of the window, placed so that the bulge of it gets flattened when you close the window, and no more snow inside the house.