As a citizen of Malmö, it seems I need to contribute with some correct information, otherwise this thread is just getting worse and worse.
Firstly, crime is really not an issue here. As every city Malmö has some bad areas, but these are bad according to swedish standards and would probably look like paradise according to the standard of any other european city. As long as you avoid them you can be sure to be safe here.
Secondly, the commuter train lines in the Copenhagen area are totally integrated with the ones in Scania (english for "Skåne", the southermost province in Sweden where Malmö is located). All trains between Copenhagen and Malmö stop just outside the Malmö Arena and the next stop on the danish side is Copenhagen Airport - Kastrup. There is a train leaving every 20 minutes, in rush hours even every 10 minutes.
There are no boats or ships going between Copenhagen and Malmö. All commuting is done via the Öresund bridge, either by car, bus or train.
I can also recommend you looking for hotel rooms to look for vacancies in the other cities next to Malmö. The city of Lund is 22 minutes away by train directly from the arena without any transfer, the city of Helsingborg is 50 minutes away (60 km from Malmö). Copenhagen Central station will be 30 minutes away. Other options could be Landskrona and Eslöv.
The countryside around here is beautiful in May. It's mainly farming country but still with lots of adventures around here. And remember - you will have easy access to the whole Öresund region with both Scania in Sweden and Sealand in Denmark.
Welcome all to Malmö!
Wait, wait, wai.... you mean there's like... land connection between Sweden and Denmark? :shock:
I didn't know that!