The IP packets need to know where to get from their server to your machine, so they'll know who and where you are.
Relakks is a VPN service using 128-bit SSL end-to-end. You are hidden behind a Swedish IP, so no one on the other end has any direct connection to your computer. As the entire point of this service is anonymity, it is safe to assume (but is worth clarifying with them if you are concerned) that they don't not log any data related to your connection. The outside world sees Relakks, Relakks sees you.
Also, since it is a commercial service, they will hold credit card info etc. Unless the service is hosted in a country where the US have no leverage at all (like China;-) you can, and will at some point, be found out if you express views that are sufficiently controversial.
Before making statements about a service it is worthwhile to actually go through the legal information they provide. As stated on the Relakks website, under Swedish law, the only way they are disclosing any information regarding your account is if it can be proven, before hand, that you have done something that would put you in jail for a minimum of 2 years. This will ONLY be provided to Swedish authorities. At no point will they disclose your information to foreign authorities.
Won't somebody please think of the Users!
Before making statements about a service it is worthwhile to actually go through the legal information they provide. As stated on the Relakks website, under Swedish law, the only way they are disclosing any information regarding your account is if it can be proven, before hand, that you have done something that would put you in jail for a minimum of 2 years. This will ONLY be provided to Swedish authorities. At no point will they disclose your information to foreign authorities.