This is what you are looking for:
http://pdanorway.com/downloads.htm (Skandinavisk Pocket PC tastatur)
Some friends of mine at ePocket Solutions (my former employer) got the source-code from Microsoft and altered the keyboard. When you run the install, you can choose from Norsk/Dansk or Svensk/Finsk layout on the soft-keyboard.
It's just a replacement of a couple of DLL's so it doesn't affect performance at all! Take a soft reset after installation.
It's totaly free of course :-)