If you want to play the Danes, it's relatively easy to knock them out and thus unlock them if you play as England or the HRE since they start with only one settlement; just send most of your forces to attack them from turn one, and take their only settlement.

I tend to do this in most campaigns where I start near them, just because it's an easy way to knock out a potentially dangerous neighbour early on. If you time it right you can reach their city while most of their forces are out marching towards Stockholm so they will only have a few units defending.

Though it might be an idea to persevere with your England campaign, losing Caen shouldn't matter too much so long as your control all of the British Isles, it's a very good place to build up from as it is rich and well defended. You should hopefully find that you soon have so much money you can send huge stacks to attack anyone you want to and win the short campaign quite quickly.

Don't worry too much about being excommunicated, if you get a diplomat to Rome you can always buy your way back into the Pope's favour. Alternatively, if you're really desperate to get reconciled straight away, you can get your faction leader killed in battle (excommunication applies to your faction leader personally, not the faction as a whole.)

If your having trouble getting modding to work, make sure you've run the unpacker that comes on the disk and followed the instructions in the readme file that comes with it.

Oh, and welcome to the Org.