I'm very sorry to hear your problem santa. As MrSid stated, we have those same somalibastards hear in Finland too. No wonder the radical right starts to rise its head..
Anyway, lots of different weapons has been suggested, but the best one is definitely
the dog. Besides for self-defence, dog is your best friend. Lots of joy from it. The problem is that dog is not short term solution to your problem, except if you happen to know some adult good nature dobermans (or other suitable dogs) available. Best pet is buy a puppy and train it by yourself.
One thing is sure; no matter how brave somalibastard sees this:
he'll run! Dunno about what religion somalis are, but IIRC atleast muslims afraids dogs, if dog bites them, they are not alloud to go to heaven after death or something (not sure if this is true).
But get yourself a good dog (doberman, rotweiler (SP?) or german shepher), which are legal in Denmark. These dogs has strong nature to defend their master.
If you have same kind of laws that we have in Finland, you can't hurt them! Otherwise you'll go to jail and pay lots of cash to them. That is the reason, I wouldn't carry any weapons except perhaps some gases or electric devices. But if your dog happens to rip an arm off from the somali because he attached, perhaps laws are more approving. Also having a dog in your home will guarantee that none will burgle in without your dog noticing it, that's for sure and I believe the burglar changes his mind about burgling at the same second he sees your dog.
Good luck santa.