That stylesheet is not correct, the xsl:apply-templates cannot have any contents besides xsl:sort and/or xsl:with-param.
Here is a corrected stylesheet, though I am mainly guessing what you want to achieve:
Code:
<xsl:stylesheet version="1.0" xmlns:xsl="http://www.w3.org/1999/XSL/Transform"
xmlns="http://www.netadmin.se/2006/API_XMLSchema" >
<xsl:output method="xml" indent="yes"/>
<xsl:template match="/">
<GetCustomersIn xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<xsl:apply-templates select="MESSAGE/HK_TO_NETADMIN/LIST_OF_COMP_PARAMETERS">
</xsl:apply-templates>
</GetCustomersIn>
</xsl:template>
<xsl:template match="LIST_OF_COMP_PARAMETERS">
<provider_id><xsl:value-of select="provider_id"/></provider_id>
<search_arguments>
<contact_info>
<xsl:if test="contact_info/contact_info_security_number">
<security_number><xsl:value-of select="contact_info/contact_info_security_number"/></security_number>
</xsl:if>
</contact_info>
</search_arguments>
</xsl:template>
</xsl:stylesheet>