Found a great article on Eurosport that really explains the Dutch deal with penalties. There's also a link to a video with Van der Vaart explaining (in English, very cute

) what the team had to bare from the press these last weeks:
FIFTH TIME LUCKY
Finally, the Netherlands have won a penalty shootout. After suffering heartbreak in 1992, 1996, 1998 and 2000, they laid their ghosts to rest by defeating Sweden. 120 goalless and increasingly traumatic minutes ended with the Dutch forced to confront their historical allergy to the penalty kick.
VAN DER VAART: Dutch dreaming of glory
The most recent failure, in the semi-finals of Euro 200 against Italy, ratcheted the trauma to unbearable levels. The Netherlands missed five of seven penalties, two in normal time and three in the shootout, to suffer the most agonising defeat imaginable on home soil.
An introspective nation at the best of times, the catastrophe plunged the Dutch into a vortex of self-loathing and recrimination. Maybe they were just not designed to take penalties. Perhaps they would never overcome this psychological barrier.
It is no wonder the squad and their fans celebrated the victory like they had won the World Cup.
The 2000 debacle was serious business, and inspired a chapter in David Winner's masterful analysis of the Dutch game, Beautiful Orange.
A country as obsessed with beautiful football has never reconciled itself with such a cold, clinical way of deciding a match. Where is the skill, the panache or the splendour in scoring from the spot?
The Dutch have long been content to write shootouts off as lotteries. The fact that Arjen Robben used the 'L' word after converting his winner may be sign either of magnanimity or of a lingering feeling that penalties are no way to decide a match.
A penalty shootout is not a lottery. In fact, it could hardly be less like one. All the variables are taken out to leave just player and goalkeeper. Nothing could be a purer test of technique under pressure.
Historically, technique has never been a problem, but time after time the Netherlands' finest have crumbled under the spotlight. Players as accomplished as Marco van Basten, Frank de Boer and Clarence Seedorf have all failed from eleven metres.
In truth, they have always known that penalties are no crapshoot. Otherwise, they would shrug each failure off as easily as the Italians when they blame a referee or a Scandinavian conspiracy.
Footballing runs deep across the Dutch psyche. Each failure is a slight on the national character, each victory a triumph for the people that burst so joyfully from their Calvinist straitjacket in the 1960s.
Luck rarely plays a part in penalty shootouts, but it reared its head on Saturday. Fredrik Ljungberg's effort cannoned back off the crossbar, but hit Edwin van der Sar and bobbled apologetically in.
That moment, followed by Philip Cocu's miss, appeared to herald another sorry exit, but at last the Dutch nerve held.
We will see the victory's true impact this week. On paper, they have the beating of every team left in Portugal. If they can translate technical superiority into a European title that seven days ago looked so unlikely, the Dutch rehabilitation can be considered complete.
Taken from Eurosport.com