schjetne

$translate_language = array(
	'da' => array(
		'NOMO' => 'Dansk, Norsk',
		'da_aeoeaa' => 'æ, ø, å → ae, oe, aa'
	)
);

$translate_system = array();

function sanitize_title_dk($title)
{
	global $translate_language, $translate_system;
	if (!mb_check_encoding($title, 'ASCII'))
    {
      $title=utf8_decode($title);
      foreach (array_keys($translate_language) as $language)
        {
		  $choise = 'da';
          switch ($choise)
          {
            case 'da':
    		$translate_system[] = array
            (
    		  "Æ"=>"ae","Ø"=>"oe","Å"=>"aa","æ"=>"ae","ø"=>"oe","å"=>"aa"
    		);
          }
		}
	  foreach ($translate_system as $system)
      {
	  	$title = strtr($title, $system);
	  }
	}
	return $title;
};
add_filter('sanitize_title', 'sanitize_title_dk', 0);

Found this somewhere, drop it in your functions.php and problem solved. Easy.