Carsten,

First off you need to enable both languages on the site.  There are some danish language packs available.

Second, your skin needs to have the language selector skin object in it.  (the default DNN skin has it in it)

Next, and most importantly, you need to use multilanguage enabled modules!  There are a couple of free html/text modules available or you can purchase some.  I've used the ones from DNNCentric.  They work pretty well.  Also check out Apollo PageLocalization and Snapsis CSS NavMenu for multilanguage page/tab names.

At this point, DNN Core really only supports static text localization.  There is supposed to be some additions to that in the future.

Hope this helps,

Robert