This article is only relevant when using NemID. There are two possible reasons for this error. One is that you do not have a public signature and, therefore, your NemID can only be used for Banks and governmental services. If this is not the case, your NemID certificate has most likely been blocked, and you need to contact NemID support.  

How to order a public digital signature

If your NemID only works for Banks and governmental services, you have to order a public digital signature for your NemID. 
To order a certificate, go to this webpage (unfortunately, this webpage is only available in Danish).