In the movie "Flickan som lekte med elden" he plays an alternate universe version of himself. One might assume that he was friends with the author, but in reality Stieg Larsson the author and Paolo Roberto didn't know each other. According to Swedish newspaper Aftonbladet, Roberto himself did not have a clue that he was in the books until right before the publication was set to start.
http://www.aftonbladet.se/nojesbladet/film/article662977.ab.