Strikers Ian Wright and Alan Smith scored in the 17th and 19th minutes as the London side took early command of the game Thursday and maintained its firm grip on the trophy.
The Danes managed to pull a goal back through Mark Strudal in the 54th minute, but they will be hard-pressed to rescue the tie in the away leg in England.
Sampdoria 3, Grasshoppers 0. Sampdoria, trophy winners in 1990, cruised to a comfortable 3-0 home-leg victory over Grasshopper Zurich and look set to join Arsenal in the quarterfinals.
The Italians were held goalless by the Swiss until Alessandro Melli, who scored in the 1993 final when Parma won, struck on the stroke of halftime.
Serb Sinisa Mihajlovic, part of the Red Star Belgrade team which won the European Cup in 1991, added a second in the 76th minute and Riccardo Maspero hit the third only seven minutes later.
Chelsea 0, Memphis 0. Chelsea, England's other club in the tournament, was left disappointed with a 0-0 draw against Austria Memphis, which played the last 22 minutes one man short when Manfred Schmid was sent off for a second bookable offense.
The nearest the Londoners came to securing a vital home-leg win was when David Rocastle hit the post in the dying minutes.
Feyenoord 1, Werder 0. Feyenoord of Rotterdam won at home against Germany's Werder Bremen, but its only reward for persistent pressure against the 1992 winners was a single goal from Swedish international striker Henryk Larsson in the 63rd minute.
Auxerre 2, Besiktas 2. French side Auxerre emerged from Turkey with a fine 2-2 draw against Besiktas after trailing 2-0 to the home side.
The Turks appeared to be cruising to victory after Mehmet Ozdilek and Ertugrul Saglam hit two goals in four minutes near the end of the first half.
Auxerre attacked from the start of the second half and succeeded in wiping out the deficit with goals in the 53rd and 58th minutes from Algerian Moussa Saib and Corentin Martins.
Porto 6, Ferencvaros 0. The biggest winner of the night was FC Porto, which routed Hungary's Ferencvaros 6-0 in a masterful display of attacking football.
The Portuguese side relentlessly hounded the beleaguered defenses of the visitors to the delight of a vocal 35,000-strong crowd. Porto smashed in two goals in quick succession early in the game when defender Jorge Costa scored in the 17th minute, followed by another from midfielder Rui Barros in the 19th.
Real Zaragoza 4, Tatran Presov 0. Spaniards Real Zaragoza scored a crushing 4-0 win in Slovakia over Tatran Presov, with Eduardo Esnaider scoring twice.
Brugge 1, Panathinaikos 0. A fourth-minute penalty from Belgian international Lorenzo Staelens gave Club Brugge a 1-0 home win over Panathinaikos of Greece.
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