Fa'en!
My partner, David, doesn't really speak Danish. He knows a few, carefully selected, words like tak (thank you), hej (hi), ja/nej (yes/no), tillykke med fødselsdagen (happy birthday), and the good, old chestnut undskyld (sorry). He's also very fond of exclaiming kylling (chicken) whenever we make it across to Denmark. He says it makes him look special. I say exclaiming "chicken" in public places makes him look very special indeed. For fa'en is David's favourite Danish expression, though. He says that swearing in Danish means you don't really swear. Hmm. When I came across this youtube clip explaining the Norwegian swearword Faen, I knew David would get a kick out of it. He did and so will you, I promise.
Afterwards, go to this Metafilter thread for commentary and an insight into Scandinavian neighbourly "love":
"After living in Finland, I just can't take Swedes seriously."
"I mean, Norwegian is, without a doubt, the wussiest of all Nordic languages. Icelandic and Finnish are the two hardest languages, then comes Danish due to its awesome gutturalness, then Swedish, then Norwegian."
"I lived in Iceland where national sports involved remarking on how the Finns are always drunk and how Danish sounds like Icelandic spoken by a retarded sheep. I do firmly believe that both of these are true."