When you right click on the Dimensions folder and choose New Dimension, there's a wizard. The 8th screen or so lets you setup up the parent-child relationship. Just build an attribute on the ParentKey column. Then on that screen that lets you set up the parent-child relationship, just pick the parent key attribute.
Afterwards, take a look at the Employee dimension in Adventure Works to make sure it comes out looking about the same.
It would help to know what the actual error message was.
Looking at your data it could be something to do with the first line. If "AKTIVA" is meant to be the root of the parent child hierarchy then the parent key should probably either be NULL or 3 (iteself). If there is no record with and ID of 0 this will cause an error when trying to build a parent-child hierarchy.