Thank you all for the wellcome, and I will try to not break that record again.
Talking about things to do in Copenhagen, there is also a couple of museums that might be interesting to visit.
1. Tøjhusmuseet - The Royal Danish Arsenal Museum (
http://www.thm.dk/info/eng.htm)
2. Orlovsmuseet - The Royal Danish Naval Museum (
http://www.orlogsmuseet.dk/info/eng.htm)