The word literally means fief, but the English language terms used are separate for the two countries, where Sweden has chosen to translate the term to "counties" while Finland has chosen "provinces". With a shared administrative tradition spanning centuries, ending only in 1809, this a separation by convention, rather than by distinction.
County Administrative Board or a State Provincial Office depending on the country.
Finland has two official languages and the equivalent terms in Finnish are Maaherra and Lääninhallitus.
See also: Letter Ä