Buy stock in Vestas Wind Systems.
http://finance.yahoo.com/q?d=t&s=VWSYF.PK
It's the world's largest supplier of utility-scale wind turbines. You'd be both supporting Denmark and a technology that displaces mid-East oil.
Although you'd need to buy it on the pink sheets, here's the quote on the Copenhagen exchange which gives more info on the underlying stock
http://finance.yahoo.com/q/bc?s=VWS.CO&t=1y
An excellent idea, that. I have heard some of the German alternative energy companies, particularly the ones that manufacture solar panels, are doing incredibly well.