In the Swedish voting system, there is one ballot per party, and you put the ballot for the party you are voting for into an envelope and put that envelope into the ballot box.
You only need a pen/pencil if you want to change the parties default ranking of their candidates (e.g. who in the party you want to see as prime minister) or you want to vote for a minor party which doesn't have ballots (write-in votes)
[I'm not endorsing the Swedish system just explaining how it works]