Have you tried starting it? Is that the error message it gives you when it tries to run? Because I'm Danish as well and I've never had any problems with that.
Alternately, you seem pretty well-versed in English, so if it's really refusing to work, I suppose you could try to change the language settings, under "internationale og sproglige instillinger" in the control panel. There are a few settings you can change to "English." I'm not sure if it would work, but it's worth a try, yeah?
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