No, Norway has such a good social system because they have huge oil reserves and their population is so small. Part of it is taxes and the other part of it is that they're so wealthy. If you don't have a job, the government gives you enough money to truly live on...enough to rent a flat and feed yourself. You won't be buying plasma tvs but you'll be able to live decently. They also give grants to artists...big grants. Wanna start a band? Apply for a grant from the government and you'll be able to afford some new gear.
The rest of Europe doesn't have as good a system as Norway because they don't have the capital, but Scandinavia as a whole has a really good system. In Finland you are issued a personal laptop when you enroll in university. A friend of mine here visited friends in college in Sweden and she said she didn't want to return to Italy because their life there was so good. It's not without it's problems, but it's kind of a one of a kind system.