To integrate a SimpleViewer Pro gallery into a WordPress post, you could use the WP-SimpleViewer WordPress Plugin.
The plugin comes with the Standard (non-Pro) version of SimpleViewer.
To upgrade it to Pro, follow the instructions here.
If you do not want to display thumbnails, chose Thumb Position 'none'.

Alternatively, you could create a SimpleViewer Pro gallery with svBuilder-Pro, upload the entire gallery folder somewhere with an FTP program and embed the gallery in a post using one of the 2 methods described here.

There is a bug in WP-SimpleViewer v2.1.2 whereby the gallery's width must be specified as a fixed pixel value rather than as a percentage.  Change your gallery's width from 100% to something like 600px and the layout should be much better.
This will be fixed in the next version.

When you create a gallery in svBuilder (or svBuilder-Pro), you will end up with more than one file.
There will be an HTML index file, an XML file (listing the images and gallery settings), the images and thumbs folders and the svcore folder (containing the JavaScript, CSS and SWF files).

If you wish to build a gallery using svBuilder-Pro and then embed it into a WordPress post (rather than use the WP-SimpleViewer WordPress Plugin), then you should create an empty gallery folder and on svBuilder-Pro's Publish screen, 'Save' all the gallery files into this folder.  You would then need to upload the entire gallery folder to your web server (possibly to the root directory) and embed the gallery into a post using one of the 2 methods described here.

Looking at the structure of your website, your embedding code should be:

<!--START SIMPLEVIEWER EMBED.-->
<script type="text/javascript" src="http://staehrphoto.dk/galleryfolder/svcore/js/simpleviewer.js"></script>
<script type="text/javascript">
var flashvars = {};
flashvars.baseURL = "http://staehrphoto.dk/galleryfolder/";
jQuery(document).ready(function () {
SV.simpleviewer.load("sv-container", "100%", "100%", "transparent", true, flashvars);
});
</script>
<div id="sv-container"></div>
<!-- END SIMPLEVIEWER EMBED -->

Or alternatively:

<iframe src="http://staehrphoto.dk/galleryfolder/index.html" width="600" height="600" frameborder="0" scrolling="no"></iframe>

For either method, replace 'galleryfolder' with the actual name of your gallery folder.

With the code you are now using, SimpleViewer will expect the gallery's XML file to be called 'gallery.xml' and to be located in http://staehrphoto.dk/gallerier/gallery.xml
Either you have renamed your XML file or it is not located in the correct directory.
Either way, you can use the galleryURL option to point to the file.

You might like to try the <iframe> method instead (see my last post).
Only one line of code is required and the only path you have to worry about is that of the gallery's HTML index page (as long as all the gallery files are still in a single folder as they would have been when saved in svBuilder-Pro.)