'setxkbmap dk' or whatever keyboard layout you want. There also graphical applets for gnome and kde.
Note you have to have permissions to open the display (it only matters if you have su'ed to a different user).
In XF86Config (or XF86Config-4) you should have something like
Option "XkbRules" "xfree86"
Option "XkbModel" "pc105"
Option "XkbLayout" "dk"
It should give everyone dk-keyboard after you restart X (e.g. reboot).
Hope it helps,