The Museum of Natural History, or Naturhistoriska Riksmuseet as we call it here in Sweden, is located a little north of the city right next to the main campus of the Stockholm University. While this museum isn't as large and encompassing as its counterparts in London and New York, it is a great museum to visit if you are at all interested in nature and/or prehistoric animals... especially if you are traveling with young children. I was there yesterday and took in the museum as well as a film in their IMAX theater: Cosmonova. There I saw the 3D movie about flying prehistoric reptiles called "Flying Monsters" which was great! They have several different movies playing during the day, check their website (linked above) for the program. They are narrated in Swedish, but they have receivers & earphones for English speaking guests. They have several great exhibitions at the museum... of special note are the "Swedish Nature" and "Prehistory" exhibitions. The exhibitions are very interactive so they are great for children. My only complaint is that some of the smaller exhibitions weren't well marked in English.
To get there from the Rival Hotel take the subway (red line, direction Mörby Centrum- about a 15 minute ride) to Universitet, turn left as you exit the station and follow the signs. Just a ten minute walk. Click here for more information about opening hours and admission fees.