I came across a 3rd gen Camaro a few years back that Had that conversion done. They basicly remove the hatch, and drop in a pre-made fiberglass bed insert. Pretty neat conversion IMO, something different! 8)
They're just trying to beat the Danish tax system. I think if I had to pay a 220% luxury tax on my new car, just to be able to register it, I'd be a little inventive too. It's no wonder that Denmark is the number one tax country in the world.