Have never seen sweet Italian Sausage in the local stores here, does it go by another name.

At many butcher shops, they're labeled "mild" to distinguish them from "hot." I suspect that "mild" also does not connote sweetness due to ingredients such as maple syrup, sugar, etc. ;o)

Maedl's answer is correct, it's just old usage in Italian-American cuisine. It's pork sausage that is "sweetened" with fennel. It really isn't sweet but it distinguishes it from the other "pork store" hot sausage. In the world of salumi there is a vast variety of distinctions; subtle differences in spices. But for fresh "sweet", think fennel.

I know that my suggestion could be a little unpractical, but I'm just dropping this here anyways: you could make your own. You need a piece of minced pork shoulder, a piece of minced pancetta or unsmoked bacon, salt, pepper, a splash of white wine and flavorings like garlic and fennel seeds. It's a quick process, you just need to have the pork parts minced.

At my supermarket Italian sauge usually has a sticker on the package stating SWEET or HOT. I usually buy turkey sausage that indicates the same thing. Ask someone in the meat department. This recipe looks great! If you're okay with a regular Italian sausage, I bet you could just use that.

'Sweet' means that it is not flavored with hot peppers--it does not mean sweet as in flavored with sugar or honey. The predominant flavor is usually fennel.