What I would do if I were you is go to the Swedish rail site and make a dummy booking (if it is too

It depends on the train. Presumably you are talking nile cruise ships about the high speed tilting train, and if so, yes, there is a reservation fee. It's minimal if you get it once you are in Stockholm rather than book the reservation from whomever sold you the Eurail pass.
For me, a Eurail Pass for the Scandinavian countries are well worth the costs, even with all the high speed trains that require reservations, since Norway and Sweden cover a lot of territory that is often best seen by train, and you get either nile cruise ships reduced or sometimes free (as part of the pass) passage on ferries, boats, and specialty trains.
What I would do if I were you is go to the Swedish rail site and make a dummy booking (if it is too far out from your actual travel date to make a real one) to see what the point to point prices are like.
They may be cheaper than buying a pass. For the trip Stockholm-Copenhagen there are at least three (vastly) different prices for non-refundable, refundable, etc., as well as the different prices for First vs. Second Class.
go to www.ricksteves.com - last I looked they had a run-down of all madated reservation fees for railpasses on trains - I believe this train is about $10-12 above using a day on the pass. And yes they are mandated I believe. There is IME of using railpasses for decades rarely any problem making nile cruise ships the requisite seat reservation once there - except France being the only exception to this IME. Other sites that may shed some light on this and other railpass/European train queries are www.budgeteuropetravel.com and www.seat61.com .
On the 2012 Eurail Map they list the following as seat reservation costs a railpass holder must pay - on the X2000 it is 17 euros (equivalent in Swedish kroner) in 1st class and 7 euros if you want to go 2nd class - possible even if you have a first-class pass - on all other type trains seat reservations are optional and cost 5 and 3 euros respectively.