However, you are also overlooking the fact that Norway, though not part of the EU, is part of the European Economic Area (EEA). This is basically an association of the European Free Trade Association (EFTA) states (except Switzerland) with the EU to establish a single market that is somewhat like the EU itself, except it isn't.
Anyway, what is important is that most EU antitrust and competition rules are applicable in the EEA as well. This is the reason why Opera could complain to the European Commission at all.
You can read the full case history on the European Commission's website: http://ec.europa.eu/competition/antitrust/cases/index/by_nr_79.html#i39_530