You must have a company and be registered with Skat as an importer (which is no problem). The stuff is sent via FedEx and they will declare the stuff and let Skat know - and then they will sent you an invoice. The declarations are defined by the TARIC codes that are printed on the shipping notice from RED.

If you don't have a company then you will also have to pay 25% VAT (moms) on top of the import-tax.