What my colleague Pawel described should perfectly fit to your case.
However I think I know what is the problem here. When you created a new account DKK Cash, you probably forgot to specify its currency. The thing is when you are creating a new account, by default it applies your local currency to it, which in your case is EUR probably (or GBP).
That's why when making a transfer you can't modify a currency in a transfer transaction, because MoneyWiz reads it from the settings of accounts you are making this transfer From and To.
Check this screen shot below. As you can see I have created 2 accounts - EUR Checking and DKK Cash, and when I'm making a transfer From EUR to DKK, I don't need to specify the currency, because MoneyWiz already knows that my Cash account is in DKK currency and my Checking account is in EUR currency.
Could you please double check if you have set up accounts correctly on your side?