I kown it's early, but this just caught my attention.
In DR Koncerthuset (which is a very interresting building in itself), young classical orchestras will be playing all day, for free, at the event called Orkesterfestivalen. The local orchestra, SpringStrings, from Lyngby will also be playing. You can stay all day or just listen to a single orchestra.
Check out updates on Facebook: http://www.facebook.com/Orkesterfestivalen