Courier services and registered mail delivery are available from the main international courier companies, such as DHL, Fedex and UPS.
In order to receive mail in Denmark, you should register yourself on the Folkeregister at your local city hall. This is a list of all Danish residents and their addresses. When you register, you will be asked for your Residence Permit (or work permit if you are a non-EU/EEA national), your passport and proof of your address, such as the rental agreement for your house or apartment. You must also put your name on your front door; if you do not, you are likely to find that your mail does not get delivered.