Santa, pretty much what Hortlund said, if Denmark is anything like Sweden the law can do nothing, they'll be out from Jail before you even know they were ever in.
First thing you need to do is read up on the laws in Denmark. In Sweden we have a law called "Nödvärn". Basicly it says that you're alowed to use as much violence as needed to protect your self or any other person. If you are attacked by a man with a knife and there is a chance of you getting killed, you're alowed to protect your self with whatever force needed. This is pretty obvious, however, you need to know the law so that you later can say in the court that what you did was indeed "Nödvärn" and you must know what laws you have to back you up.
Also, arm your self with some kind of small weapon, no sort of gun, will only bring missery to your self and possibly other, specially if you don't have any kind of education on them. A small knife or "knogjärn" (fist iron?), just somehting that you can have in your pocket to protect your self if the situation REALLY requires. Pepper spray can be usefull I guess but. having been exposed by teargas (3 times stronger then normal police gas) I don't think it will stop a person, maybe buy you some time to run away though.
Problem with Sweden and Denmark is you're basicly not alowed to carry protective weapons of any kind, it's elegal to walk around with a knife unless it belongs to your uniform (meaning if you are a carpenter and need a knife you're alowed to have it in public as long as you have the uniform on).
Get a vest to protect from knife stabs, not cheap but needed.
Don't call the Hells angles guys, delivering a message to her will bring nothing but her whole family on you and that's not what you want.
ALWAYS try to RUN before you do anything. If they do attack, SCREAM alot (it helps believe me, it may seem like a sissy thing to do but it scares them, makes them uncertain and warns people around you thus exposes them, one of the best things you can do).
Buy a small pocket alarm (like a keyring thing that, when the plug is pulled sound of with 100 Db, nice thing to have).