Socialism means large-scale state ownership -- or some other kind of collective ownership by The People -- of "the means of production", in the hope of controlling production to match need. Scandinavian-style social democracy means high taxes, a generous welfare state, and quite a lot of government regulation, in the hope of keeping people safe, healthy, and adequately fed and housed. You might worry that there might be a slippery slope from the latter to the former, but they aren't at all the same.
It's the US that is confused with the notion that socialism == communism.
Many European parties have things like "social democratic" in their name. They advocate social-democrat politics.
Some European parties have "socialist" in their name. They mostly advocate socialist politics.
The social democrats have typically had more electoral success than the socialists. That is why the nations of Europe frequently implement social democracy and less often implement socialism.
So, e.g., none of the parties currently represented in the Swedish parliament has "socialist" in its name, but the largest is the "Swedish Social Democratic Party". (There is a "Left Party", which I think is an actually socialist party.)
In Denmark there is a party called the "Social Democrats" which is, guess what?, a social democratic party; there is also a (much smaller) "Socialist People's Party" further to the left. I think that one is actually a leftier social democratic party, but then Denmark also has a centre-right party called "Left" :-).
Norway's main social-democrat party is called the Labour Party, but they also have a "Socialist Left Party" which is actually socialist.
