What was the rule regarding the use of this and that? Follow this car would be wrong?
Yes, "den där" means "that" in Swedish, whereas "this" would be "den här" (this here, in some sense).
Much more of a mouthful of words compared to "Follow that car!". a popular line in old "cop" and detective movies and TV shows. :-)
Följa med means to accompany someone, and följa efter means to pursue someone.
There is really much more words in Swedish than in the translation, I feel tricked on doing it the first time :(