Here is the answer if you are traveling with a rail pass:
Copenhagen to Stockholm by X2000 125mph train: Supplement €7 in 2nd class, €17 in 1st class, reservation compulsory, you can make reservations online at www.acprail.com (small fee payable) or with no fee at www.sj.se, although it sometimes struggles with overseas credit cards - you must run an enquiry as if buying a ticket, but under 'customer card' select 'Pass 2 cl (InterRail/Eurail)' or 'Pass 1 cl (InterRail/Eurail)' as appropriate. When the results appear, you must select the price in the 'refundable' column as this is the passholder reservation (obvious if you look at the prices, the fares in the other columns are for complete tickets not just reservations!).