The Dutch are favourites to top the group and although Morten Olsen's men would be forgiven for settling for a point in Johannesburg on Monday both Agger and Gronkjaer say they are going all out for the win.
Agger said: "We're looking forward to getting started. There are four teams in the group and everybody's competing for those top-two places, not only Holland, the other teams as well.
"A team like us is always going out to win and it's the same against Holland. We'll be trying to win the game."
Jesper Gronkjaer added: "They are a very good team, a very young team with players who play all around Europe at big teams. They are surely one of the favourites to win the World Cup.
"It will be a hard task for us, even though we will be going in to win the game. If we can get something out of the game we will be happy."