this is, I must say, quite exotic to have an American as fan. Although I haven't been following the fanclub and the forum for more than a couple of years, you might just be the participant the furthest from Copenhagen.
Have you managed to acquire the region-free dvd player in the meantime?
As you might know, there is a Norwegian series of 14 films as well, also by Nordisk Film, but recorded in Norway with Norwegian actors.
That at least is available with English subtitles. The scripts are in many cases VERY similar to the Danish ones.
I'm from the western part of Germany, where the Olsen Gang has next to no tradition. It was really big in former eastern Germany, where it resonated with feelings of the normal people in the face of adversity (or so it is said).
Through my Danish language course at evening classes I learned about the Olsen Gang as part of Danish culture.
All the Best from Hannover