The Swedish study you've linked to states that early smoking habits double the risk of someone with MS developing a progressive form. Late onset tripled the risk. It's a small study, and because this is only an abstract, we don't see all the figures the docs used to come to this conclusion. However, it makes sense to me. Some docs believe a component of MS is vascular disease. Nicotine causes blood vessel constriction- and increases the toxin load in the body.
"Nicotine, which mimics the affects of acetylcholine, acts primarily on the autonomic nervous system. In a dose of less than 50 mg, it can cause respiratory failure and general paralysis. Smaller toxic doses can cause heart palpitations, lowered blood pressure, nausea, and dizziness. A person who smokes inhales approximately 3 mg from one cigarette. This amount increases the heart rate, constricts the blood vessels, and acts on the central nervous system, imparting a feeling of alertness and well-being. Although not considered carcinogenic, nicotine probably contributes to the increased incidence of heart disease seen in smokers and may enhance the growth of tumors caused by carcinogens."
None of the effects of nicotine are good for someone with MS. It appears, from this study, that early smoking is linked to progressive disease.