You can also use http://www.arkivalieronline.dkhttp://www.arkivalieronline.dk with church books up to 1891 and some censuses. You will have to register - but it's free. You will need the latest Service Pack 2 from Microsoft and also need to download Java.
If you have problems in reading the church books you can go to http://www.dis-danmark.dkhttp://www.dis-danmark.dk - where a lot of people help each other. There is an English forum. When on the site click "Dis-Forum" and then "Find your relatives in Denmark" - please read the instructions carefully before posting. You will also have to register here but it's also free.