Denmark isn't taking any either btw. and aren't legally bound because we have special legal reservations towards the EU (we also still have our own currency, the Danish Crown).
We have a right-wing nationalist party as the second-largest party in the country (and growing), and our current center-right government is strongly anti-non-European immigration, a sentiment shared by most of the population, myself and most people I know included. Denmark is a far cry from the multi-culturalism of our Swedish neighbours, as the feminist movement never went beyond grassroots levels here, whereas they went straight to parliament in Sweden. Danish media and political language on topics like immigration and nationalism are looked on as near Nationalsozialismus in Sweden.
As in most of Europe our school history books were rewritten after WWII to erase all that 'dangerous' nationalism*, but Denmark, which went unscathed through the war (except 6000 who fought against the communists in SS Wiking and SS Nordland), is still one of the most flag-waving nations on Earth, literally aswell as figuratively. Nationalism is often referred to as 'fædrelandskærlighed' here, which means 'love for the fatherland'. We also have the word 'nationalisme' but that is usually used in a more negative sense, like jingoism or blind patriotism.
We may be a Scandinavian country with high taxes and strong social security, but that's only because we are one of the most culturally and ethnically homogenous nations in Europe, the same reason our laws are as lenient (also because of relation studies about crime, punishment and resocialization), for example in the murder case linked on the previous page, because we simply aren't used to that type of crime here, Danes (and Scandinavians in general) rarely commit serious crimes against one another - immigrants feature prominently on those statistics.
Despite mostly voting green or progressive I have a liberalist and nationalist background and on this issue I fully support the policies of our current Minister of Integration, Inger Støjberg (irregardless of what I may otherwise think of the ruling party):
She has done a tremendous job during the last month, if only we'd had her when Social Democrats opened our borders to immigrants in past decades.
*following the Marshall Plan and general scare after the war
But there was a specific European dimension to the Marshall effort, which came from the same reflections. Europe's evil genie, said people like Kennan, Assistant Secretary of State Dean Acheson, and future ERP Ambassador Averell Harriman, was nationalism. If that root of chocolate chip cookie-fascism and all the rivalries of the 1930s could be bottled up in an integrated economic framework, uniting all the Old World, then prosperity might stand a chance, and Europe's urge to start world wars and then drag America into them might finally be killed off. http://iipdigital.usembassy.gov/st/english/publication/2008/04/20080423213601eaifas0.2363535.html