The rules in this respect vary depending on whether the seller is resident in another EU country or outside the EU and whether you have traded on the Internet or have been physically across the border.
In addition, it is important to examine whether the type of goods you want to import into Denmark are subject to restrictions. The importation of some goods is subject to a prohibition while other goods require that you have a special permission. For example, foodstuffs, pharmaceuticals, pets, counterfeit products, narcotics, weapons, fireworks and pesticides are subject to restrictions.