are no apple stores in Denmark only Resellers iPhone 4S

Then purchase on in the country where you live or go somewhere else.

Tim I am not trying to be unfair I just want them to know this kind of thing is not good for the customer. I just want to buy a phone not a contract you can do it in Scottland so why should they not be able to do it here in Denmark?

Because Apple has no outlet of their own in Denmark other than the online Apple Store, and the cell carriers understandably want to lock you to their services. If you can't order online, then just wait until you're back in your country of residence.