Tony Carolan and Michael Curtain both shot rounds of 5-under 66 and are tied for second place at Aa Saint Omer Golf Club.
With most of the top stars at Bethpage Park's Black Course for the U.S. Open, the field is a combination of European and Challenge Tour players. This championship is the only dual-ranking tournament of the 2009 season on the European Tour.
Andersson Hed began the first round on the 10th tee and birdied that hole to immediately jump into red numbers. His only other first-nine birdie came at the par-5 15th and Andersson Hed made the turn at 2 under par.
The Swede's second nine featured much of the same to start. Andersson Hed parred his first four holes, but caught fire late in his round and that vaulted him up the leaderboard.
Andersson Hed birdied three in a row from the fifth to get to 5 under par for the championship. He parred No. 8 and closed with a birdie at the par-5 ninth to grab the first-round lead.
'I had a very pleasing day at the office today,' joked Andersson Hed. 'I only hit a couple of bad tee shots all day, and even managed to get away with them.'
Andersson Hed has not had a great season. His best finish was a tie for 17th at the Wales Open two weeks ago, but missed the cut last week at the Challenge of Ireland, a Challenge Tour event.
'I just hope I can keep going for all four rounds this week,' said Andersson Hed. 'I've been striking the ball well lately, even though I missed the cut on the Challenge Tour in Ireland last week. So the game's definitely there or thereabouts at the moment.'
Carolan bogeyed the eighth, his 17th, but a birdie at his last, the ninth, got him within one.
'I'm very happy, because you don't have to do a whole lot wrong around here to drop shots. So to pick up seven birdies gave me a little bit of insurance,' said Carolan.
Curtain mixed an eagle, five birdies and two bogeys in his round Thursday.
'My game's been ticking along quite nicely lately, but today everything really clicked into gear,' Curtain said. 'I didn't do anything spectacular out there - I just didn't make any silly errors.'
Carlos Del Moral and James Morrison are knotted in fourth place at minus-four. Ben Evans and Christian Nilsson share sixth at 3-under 68.
Thomas Feyrsinger, Andreas Hogberg, Kasper Linnet Jorgensen, Mikko Korhonen, Jose-Felipe Lima, Andrew Tampion and Peter Whiteford are tied for eighth at 2-under 69