The movies are better than the English versions of the books. I think a lot of the humor is lost in translation. I can see them trying to bring it across, but it's not really working. I watched the first movie, realized it was a series of books, started reading, but most of the way through the second book, I accepted that I'd rather watch the movies and did so. (And skipped book 3).
I'm currently reading book 4 and it's not too bad. I do wish there was an easy way of getting the Danish versions of the books on kindle :/