Will this engine swap be an easy job ??

Doable.. unfortunately the guy who knew most about it (possibly in the UK) is recently-ex GWOA member Axel (Mike).

Others here have done the conversion though (Tony.Bruger for example) and I am in the middle of planning it (I have engine and manual IP).

Its not trivial though and most opt for manual Injection pump from OM603 to avoid lots of complication with electronics. Note, comments below are summary and relate to RHD vehicle)

Key tasks/ part are:

Engine mounts for OM606 (available from MB, around 450 Euros)
OM606.964 sump (needed to provide clearance to chassis), or cut/ fab existing sump or raise engine with custom mounts + Oil dipstick and a whole bunch of small related stuff for the sump - see here  http://www.gwoa.co.uk/forum/463-300-turbodiesel-om606-sump) - cost with MB parts, done properly around 1000 euros
W124 brake booster + new brake lines, water pumpt, block drill and tapped to accomodate.
New PS pump lines (if you use stock Visco fan), or electronic fans + wiring if not
Exhaust made to fit turbo manifold.. possibly new manifold (I have yet to get to this)
Fabricate various brackets (intercooler, AC possibly), new airbox
Fabricat throttle assembly *note: I don't know how RPM/ shift points are handled.. I'm fitting a manual box from Sprinter 416).

Also worth noting that yo can buy used 300TD engine here complete for about half what you are paying in Denmark. If you are serious about it, perhaps it would be more cost effective to contact Mike and see what he would charge to source and install the 606 for you?

Ha Ha..its easy the second time ! Some useful points covered. I also comment :
460 gearbox NO..starter changes sides..[no problem loads of 5spds,clutch/flywheel also easy/cheap[in UK].
Consider 605 from 190 2.5td 5 spd..v popular in Holland..close on power and easier fit in e.bay..also no gbox matching issue.
603td sweet 6 but not smooth like multi vave although a favorite of mine.
Several e.manifold fabricators in Scandinavia if you like to spend money [also true of i.pumps
Actually little benefit...standard manifold/turbo no prob in lhd chassis
Sump? Standard sump easily reworked by ally welder no dipstick issue 605/6
Also essential to fit Iveco 3.5t van i/cooler [as german+Austrian conversions]
See my post/picture guide on this forum 3 months ago.
Inj.pump....not so hard once you get yr head round it.
605/6 need manual throttle by using 602/3 pump AND then fitting 6mm elements from electric one off yr 605/6
This is about £500max
They are all M pump family and NO fitting issue
300TD ?? engine good but not a hope of getting gearbox to work..my mate in Holland has been one year with stand alone controller from USA special for this auto still onlly 60% there and he is top man.
If you want donor car 2.5td 5spd is 10x easier starting place.

Re. dipstick - there was a fairly lengthy thread on this subject with conclusions around oil pump, sump baffles, dipstick a few other things that suggested more complexity than just cutting/ rewelding sump if you want to do it to a factory-equivallent standard.

See here: http://www.gwoa.co.uk/forum/463-300-turbodiesel-om606-sump

I also  remember also a discussion (on Pointed 3 I think) about the problems of using an adapted E series sump in standard trim if doing a lot off-road inclines (engine can get oil starved).

Re. manual gearboxes have a look at  711-620 5 speed from sprinter vans, holds about 400Nm of torque from memory and is bolt-on out of the box (and cheap in the UK). If you do that, many people also suggest  ditching the dual-mass clutch and fitting a solid flywheel conversion (dual mass clutches are generally specific to weights and torque curves, a solid FW will work whatever).