Always remember, ATCOs are people too...(usually)!
As long as you speak clearly, and ask for confirmation of anything you don't understand, you will be fine. Don't get too hung up on the 'proper' way to say things if you are unsure - ATC would rather you talked to them in plain language than struggle on with a lack of situational awareness for everyone.
ATC will know which aircraft are in any procedure, and if you call up telling them you are inbound they are unlikely to get confused (unless they are VERY busy, or an aircraft with similar callsign is on the procedure - in which case just be explicit about your position and intentions)
To give you a suggestion, how about "Stockholm Tower, X-XX 10 miles NW request visual join"? Leaves no doubt as to your intentions and ATC can plan for your arrival and issue extra instuctions if required.
Don't be frightened of ATC - just talk to 'em!