England go into the match on one point after their draw with France.
Gerrard said: "We are not getting carried away and we just need to build on each game and the France game has gone now.
"We've got out of it partly what we wanted. We will analyse the game and what we did wrong and right and we go for the Swedes now.
"We need to get three points against them and then the point against France becomes very important.
"I don't want to disrespect the other two teams. Of course, on paper France are favourites in the group.
"The Swedes are difficult and I don't think we've beaten them for a long time in a competitive game.
"We will respect them but, with all respect, it's a game we should win."