That's a great question, and something we haven't tested. However, we had looked into it at one point, and the page below is what we found:
forum.developers.facebook.net/viewtopic.php?id=29112
Specifically:
Q: How does the Comments Box work in other languages?
A: Because of Facebook's user-provided translations application, the Comments Box UI will automatically display in a user's chosen language
Again, we haven't tested that, but it is from an administrator on the Facebook Developer forums. Unfortunately, it's also a pretty old post, so may be out of date. Please try with a Facebook account who's default is Danish (or your language of choosing). This can be set in Facebook by going to your "My Account" page and then using the language tab.
I don't know of a way to 'force' the comments block to always be in a specific language.