our 5.000 windmills only produce 2.6 % of our gross energy consumption (2006)

Denmark produced 25,800 TJ of wind power and consumed 121,857 TJ of electricity in 2007, which is almost 20% of gross electrical energy consumption [1]

Total renewable energy production is 130,200 TJ and total energy consumption is 668,846 TJ, which is almost 20% of gross energy consumption (same reference as above).

The “tightness” of the Danish grid is needed to trade power between its Nordic neighbors in the north and Germany in the south. Norway, Sweden, and Finland hold more than 120 GWh of pumped hydroelectric capacity that they send through Denmark into Germany and the rest of Europe, so that roughly three times the amount of energy needed in Denmark is passing through its wires on most days. The traded volume of power is truly massive: more than 250 TWh in 2006 (Figure 5). Huge flows of power go from the Nordic countries through Denmark during the day to meet peak demand below in Europe, where spot prices are higher, and then reverse direction during the night as the pumped hydro facilities are recharged. Early in the morning, from midnight to around 1:00 a.m., spot prices for power in Germany and Denmark are often $18.07 per MWh while they are from $36.16 to $42.55 per MWh in Sweden, Finland, and Norway (with an average system price of $37.07 per MWh). From noon to 1:00 p.m., in contrast, they are $127.10 per MWh in Denmark and Germany and only $41.20 to $45.33 per MWh in the Nordic countries (with an average system price of $45.02 per MWh). Thus, Denmark's neighbors supply significant amounts of regulating power helping balance wind energy at low cost.[2]

Yes, Denmark sells excess energy to Norwegian hydropower (used as mass energy storage of excess wind power when wind conditions are high), and Denmark buys back when wind power conditions are low, also reaping income from transferring power from Norway/Sweden to Germany and other destinations. To use a figure 2.6% is misleading, unless you provide the rest of the discussion.

After approx. 40 years of intelligent scientific work and massiv subventions (approx. 10 billion USD)

For comparison, in 2007 alone Denmark spent US$0.6B on coal and US$5B on oil. Compared to that, US$10B over 40 years - US$0.25B/yr - is fairly minor. (EIA figures)

Moreover, Denmark's coal consumption has fallen by 40% in the last 10 years, due overwhelmingly to its thermal-generated electricity production falling 30% (-12GWh/yr) as a result of production from wind (+10GWh/yr).

In those 10 years, wind has allowed Denmark to consume roughly 30M fewer tons of coal, or about US$1.5B less in fuel costs (assuming avg. price of US$50/ton).

$10B is a big number, but so are the numbers on the other side of the argument.

our 5.000 windmills only produce 2,6 % of our gross energy consumption (2006).

Denmark consumes about 0.85 quads of energy. Wind produces about 10GWh/yr in the country, or 0.035 quads. 0.035 / 0.85 = 4.2%.

However, that 4.2% is misleading, as 3 btu of coal can only produce 1 btu of electricity, so 1 wind btu = 3 thermal btu. Taking that into account, wind is responsible for about 12% of Denmark's energy supply.