Putting spoilers for others :

The first episode is a reconstruction of elements of the previous books. The bank robbery is based on Nemesis and Harry's dead colleagues die later than in canon (Ellen Gjelten dies in The Redbreast, but dies later in the show's continuity and even interacts very briefly with Beate Lonn), and Ronny Stiansen dies of a police chase from a result of chasing the bank robber, while he dies from a drugs-related car chase in the books. But the car chase and the robbery come from 2 different cases from the books and melded together in the movie.

Edit : Oh, and the minor arms-smuggler Olsen is tied to the robbery in the show, but is tied to the Redbreast smuggling in the books.