In his letter to the English People, King Cnut, also known as Canute and a bunch of other spellings I'm sure, styles himself, "king of all England, and of Denmark, Norway, and part of Sweden" during his introduction. Where does he get the "part of Sweden" from? According to Wikipedia, his father was king of Denmark and parts of Norway, so how did nut come to acquire the rest of Norway and the mysterious "part of Sweden?"
Because he ruled part of Sweden of course. Specifically, he directly controlled the state (states? provinces?) of Skane, Blekinge and Halland, and pulled tribute from more distant areas (we don't actually know how far this tributary system stretched, just that it existed to a certain extent). How did he acquire these lands? Conquest and canny diplomacy, just like anyone else.