"hey" means Hi
"heyhey" or "hey då" means bye
They write it "hej" but it sounds like "hey".

sorry for the typing mistakes! btw I know some Swedes who already write it like that (short messages and email). It's the same with dej and dig... same thing written different......
Just got the chance to have a longer conversation with a Swede this weekend and I guess he understood pretty well what I said!