Might as well start a thread about this event on this board as well...
Anyway, the two outfits mentioned above play at The Rock (a few hundred meters from the main trainstation). Price is 125 DKK + fees, which is quite cheap compared to most concerts around here these days.
There will most likely be tickets at the door, but to be 100% sure just buy online, they have e-tickets you can print, so no reason not to buy in advance.