For a country with such high ambitions in innovation and entrepreneurship, there is little choice when it comes to entrepreneurial education in Denmark.  Some say true entrepreneurs are born - but a great crash course in business fundamentals with inspiring guest speakers who share their success stories can help convert a hesitating student or employee into a successful entrepreneur. 

www.venturecup.dk
Cross-disciplinary business plan competition for students at five Danish Universities with the aim to turn ideas and research into viable businesses, as well as to inspire and support students and faculty in becoming entrepreneurs.  See the interview with the former Venture Cup leader, Torsten Kolind.

www.idea-denmark.dk
IDEA stands for International Danish Entrepreneurship Academy.  Idea is a network of 88 institutions, organisations and companies, established with the purpose to "promote innovation and entrepreneurship among students and graduates from higher education and to increase growth and bridge building to the surrounding society". Activities and initiatives: funding of entrepreneurship-related education projects, student growth houses, courses, activities and research.

www.oeacademy.org
Offers entrepreneurship-related courses across 12 universities in the Øresund region.

www.kaospilot.dk
KaosPilot International - International School of New Business Design and Social Innovation. KaosPilot International is an entrepreneurial education for young entrepreneurs and project leaders with a creative edge and a global mind. The school is located in Aarhus (Jutland - West Denmark). The school offers both student-level education, as well as commercial courses on topics such as dynamic project leadership, personal and process leadership, creation coaching, and corporate entrepreneurship.

www.entrepreneur.dk
The course web site for the Danish Technical University (DTU) knowledge-based entrepreneurial courses at master- and PhD level.
Note: I took this course and enjoyed it.  John Heebøll is very well connected in the Danish venture world and was able to invite a series of interesting speakers ranging from VC's to successful entrepreneurs.  See the interview with John Heebøll.
Disclosure: I have done some consulting work for John and occasionally act as coach to students of the above course.

www.imeet.asb.dk
MBA-like programme in Enterpreneurship Education and Training offered by Århus Scool of Business.

www.studievirk.dk
StudyEnterprise is blog and site for innovative, entrepreneurial Danish students & stakeholders, under the umbrella of the Danish Entrepreneurs' Association. 
(DK, EN)

Universities:

www.Studyindenmark.dk
"Studyindenmarkis the official government site for advice on study in Denmark. It is hosted and updated by CIRIUS - an authority within the Danish Ministry of Science, Technology and Innovation, responsible for supporting the internationalisation of education and training in Denmark."

www.cbs.dk
The Copenhagen Business School, right in the heart of Copenhagen (Frederiksberg).  Very good undergraduate and well regarded MBA and Executive MBA programs.

www.dtu.dk
The Technical University of Denmark. Engineering, IT and other fun stuff.

www.itu.dk
The IT University of Copenhagen.  Housed in a great building.

www.ku.dk
The University of Copenhagen.  Life sciences, Law, Humanities, you get the picture.

www.au.dk
Aarhus University.

www.sdu.dk
The University of Southern Denmark, based in Odense.  An obscure name but highly regarded.

www.ruc.dk
The University of Roskilde.  There is more to that town than the festival.  Humanities focused.

www.aau.dk
The University of Aalborg.  Also host to SEA (in Danish), an entrepreneur support program.