First, check the power supplies of all of your devices. If they are rated for 110-240 V (or about there) you only need a plug adapter. If they are 110 only, you need a transformer. Most modern electronics use power supplies that will handle up to 240V.
Looks like Denmark uses a similar plug to the rest of central Europe, but with a bit of a different ground.
http://users.telenet.be/worldstandards/electricity.htm
If your devices are only two prong, you can just use a simple plug adapter like this:
http://www.amazon.com/Travel-Europe-...3364181&sr=8-5 You can find all kinds of them all over the internet for a buck or two.
Even if your device is three prong you can still use one of these and the ground prong will just not connect. If you want it grounded, looks like you will need the specific type K plug for Denmark.