Best to read them in order. It goes:
1) The Girl With the Dragon Tattoo
2) The Girl Who Played With Fire
3) The Girl Who Kicked The Hornet's Nest (coming to US release in late May)
When I said these weren't "easy," I was referring mostly to content. The original Swedish title of the first book translates to "Men Who Hate Women," and while it's mostly a terrific "locked room" mystery, it also has some scenes of violence against women which may be disturbing to some. It's supposed to be disturbing, though, and I didn't think it was in any way gratuitous - it added to the development of the main character, but was also thought-provoking and socially relevant.
Don't let the "socially relevant" bit fool you into thinking this will be more educational than fun, though. LOTS of twists and turns. The start may seem a little slow, but once Larrson weaves it all together towards the middle, you'll be too engrossed to care.