I am shocked that danish students think they do not get enough.
I studied for 1 year in Cph, and I agree life cost is expensive. But I did the rest of my education in Paris, where life is as much expensive as it is in DK.
In France we got no grant, the only thing that the government pay is half price on the metro, and 1/3 of your rent. Further more, if you want a great school you have to go private university or engineering schools that cost around 3K to 15K€/year.
So you have 2 solutions:
1) your parents pay
2)you take a loan
3) you work as hell on student jobs (just to know in good schools we work from 8am to 6pm, so you still have time during the night for your job+ readings + homework + thesis/projects xx )
I do believe that the danish system is great, but please, do not complain about your situation :)