If you post a little more information about your dream trip, it will help people help you.
Dates
Budget
Where in Denmark
Activities and interests
Prices vary a lot by dates. You can do better some times of the year than others. Generally the "shoulder" seasons - a little early or late for prime tourist time. But avoiding special holidays and events.
People have very different ideas about just what budget trips are. Would you consider things like youth hostels? Or figure dropping from 5* to 4* is enough of budgeting?
Copenhagen is probably much more expensive than smaller outlying towns.
Food is a big part of a budget. If you are willing to make simple meals from grocery stores you can eat quite reasonably. But again, more on your definition of budgeting ...
You might want to find some guide books that are more budget oriented. Lots of ideas in them. Lonely Planet and Rough Guide are two I know tend toward budget travel, but I'm sure there are other good ones. Maybe you could even check some out of a library to get started in finding the better ones?
Maybe you could post a simple one day budget in US dollars? Hotel, food, other. Then people here could suggest things that might work within those numbers.
Romelle