It's a bit hard to troubleshoot this issue now, since you're no longer there and using that internet source. However, since you got this message on both FullyRouted and SurfingStreaming, it's quite possible that the VPN itself was blocked from connecting by the hotel there.
1. Is out.
2. Is a possibility.
3. Is easily tested, by using another internet source to access the same site.
In the future, you should check if the VPN was running. Do this by visiting
www.myip.dk before and then after you connect to the VPN. Your IP should change if you connected to a FullyRouted or SurfingStreaming server.
If it doesn't, email us at support@bolehvpn.net with the logs from the VPN client's Log tab. And also try either the Cloak servers or the SurfingStreamingTCP / FullyRoutedTCP servers.