Now I want to choose a Danish spellchecker, but I don't know how or
where to install that language or where to find a distribution to
Windows? Can anyone help?
I see here
http://aspell.sourceforge.net/man-html/Supported.html
that Danish is a supported language.
Snce there appears to be support for Danish have a look here:
http://wiki.lyx.org/pmwiki.php/LyX/WindowsSetup
Half way down this page is a useful four stage setup of Aspell(spellchecking) on the Windows version of Lyx that Uwe Stohr has sussed out. It is important you follow all steps here, 1 - 4.
Rob S
