Oleson from Norway and Wisconsin to Iowa

Ester Thompson was born in Norway, I am guessing about 1810-1820. Before she immigrated to the U.S. (between l849-1853), she married Ole Oleson, also b. in Norway. Before she left Norway with her husband, she gave birth to at least one child, a son named Ole H. Oleson, born 27 NOV 1849 in Norway. This is all I have on her!!! Once she reached America, she gave birth to at least one other child: son, Thomas Oleson, born 10 SEP 1853 in Wisconsin. My problem is I can't find any census that holds at least all four of these names: Mother: Esther Oleson b in Norway Father: Thomas Oleson b in Norway son: Ole H. Oleson, b in l849 in Norway son: Thomas Oleson, b 1853 in Norway Can you people give me suggestions on what I might do to locate them? What records are in Norway as far as birth records that might record Ole H. Oleson's parent's names? Do they go as early as l849? How do I find naturalization records? Where are they at? (Besides Ancestry?) I have subscribed to Ancestry and several of its packages, but I really hate to spend another $40. on naturalization records and not find anything. Are there naturalization records on the internet somewhere for free? ANY help is appreciated!!!! Thank you. Connie Beck 2765 130th St. Lenox, IA 50851 [phone number hidden]