Here's a breakdown:
* bed: Similar to the English word "bed," but slightly shorter and with a slightly more open vowel sound.
* steh: The "steh" sounds like "stay" with a slightly shorter "a" sound.
* moh: The "moh" sounds like "more" with a slightly shorter "o" sound.
* r: The "r" is a guttural sound, similar to the "r" in French or German.
It's helpful to think of it as "bed" + "stay" + "more" + a guttural "r."
Remember that Danish pronunciation can be tricky for English speakers, so don't be afraid to ask a native speaker for help!