Never act with children or animals, as the old line goes. But now, after the first series of the cult Danish crime thriller, The Killing, we clearly need to coin another thespian adage... Actors, beware of being upstaged by your jumper. For poor Sofie Grabol, 43, who inhabits the detective Sarah Lund so compellingly, is a bit fed up with playing second fiddle to her sweater.

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"I must admit that I love that sweater," she says, "but there have been times when I've cursed it and just hated it because I felt that the jumper was wearing me!"

DOWNLOAD THE KNITTING PATTERN FOR THE FAMOUS JUMPER AND WIN HERE

Long delay

There was a two-year break after the first season (made in 2007 and shown on BBC4 earlier this year), and a lot of discussion about whether the team wanted to make another series and when they decided they would in 2009, every time Grabol told anyone the news, the first response was "Areyougoingtowearthejumper?'' She gabbles the words in a rush, a faux-manic look in her eyes. "That was the question all the time and I was like, 'I don't know!' and 'Why is that important? Why don't you ask me what's gonna happen to my character?' "

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She occupies her character so convincingly - Lund's charm, in a sense, is her acute charmlessness; what Grabol identifies as her "Lone Wolf" indifference to almost anything other than solving the murder case - that it is initially a bit shocking, as I sit across a table from the actress in an elegant café in Copenhagen, to see how naturally glam she is in person - so smiley and radiant-eyed in the flesh.

Part of the pleasure of the first series was that because of its length - 20 one-hour episodes following the 20-day investigation of the brutal rape and murder of a teenage girl, Nanna Birk Larsen, against a complex backdrop of political intrigue - we really got to know the characters with, at its heart, a devastatingly human portrait of family bereavement. It was also properly scary, right from the opening credits - which got me every time - with the urgent, pounding music, and panting of the girl as she ran through the woods, suffused in an edgy blue light.

The Killing II

The new series is set on a broader international stage, starting with the gruesome murder of a female lawyer in Copenhagen, which weaves back into the killings of civilians in Afghanistan, and explores the issues of civil liberties, terrorism and the abuses of military and political power, at the highest levels.

Grabol hints that the series is even darker than that suggests: "It deals with war and what war does to people and what power does to people... We wanted to see how far we can go into the darkness, and we might have taken it too far." It opens two years after Lund has left the force in disgrace, despite solving the Larsen case, and is working in passport control in southern Denmark - until her old boss, Brix, recalls her to help him with the new case.

I've only seen the first two episodes - and am gripped, once again - but cannot help remarking on The Sweater, which is not the beloved Faroese, black-on-white knit of old but a cheery, cherry-red. "There's this rule, you know, in the bones of every person doing what I do, that you should never give the audience what they want," says Grabol. "It's like an artistic law - you shouldn't repeat yourself, because then you're dead creatively. So there's a sense of 'They want the jumper? Well, they're not going to get the jumper!' "

Those jumpers

She got to keep her jumpers from the first series and says they last for ever and that "they're actually self-cleaning". Anyway, halfway through the second series, "I actually walked into the office of our producer and said, 'OK, I've tried but I really miss my sweater and I need it back' -so I got it back."

It was Grabol who came up with The Jumper, which she usually calls sweater - pronouncing it with a hard T (sweat-ah) so she sounds a bit like a Danish Lily Allen - because it reminded her, with its home-made wholesome look, of her adolescent years, growing up with her brother and mother in a left-wing hippy commune.

(The sweater's worldwide cult status - the knitting ladies on the fishing community of the Faroe Islands are still struggling to keep up with the demand - was unfortunate, in a way, the actress says, because now we know each woolly costs £300 and it has taken on designer credentials when the original intention was to project a very different, unpampered pragmatism.)

Childhood

Her mother, father (the couple divorced shortly after Sofie's birth) and American stepfather are all architects.

She says that although her upbringing means she appreciates good design - something shared by most Danes, it must be said (every window in every building I saw in the city revealed a fantastic iconic light) - she, herself, is "messy".

Grabol did not have an easy childhood but "I'm a single mother now [with a young son and daughter; she is divorced from their film editor/ director father] so I realise how... well, I mean, my mother was a very ambitious architect, with two kids, although she didn't make a lot of money. All my childhood was reconstruction, walls coming down, new walls being built, 'You can't go in there, there's no floor in the kitchen for the next month.'"

Her mother had moved into a neighbourhood, called the White City, which was full of old workers' buildings, as befitted her beliefs, with streets called the Alley of the People, Equality Street and Freedom Street. Grabol's house was in Brotherhood Street. The young Sofie accompanied her mother on demonstrations and helped her put up political posters. "But the neighbourhood I grew up in was actually very bourgeois, full of very neat, nice, ordinary people.

"My mother was very much into the Chinese revolution and Chairman Mao. All the gardens were divided by hedges and she tore ours down and made the whole front lawn into a place where she grew Chinese cabbages - and I just hated that and I hated it when I came home from school with friends and she would be topless in the garden."

In her early years, Sofie went to five different schools, including very large state schools. "I felt so, in a way, let down by my mother because she put me in schools with 'the people'. That's how she saw it, a romantic idea. You know, 'the children of the people' - but she never taught me the language of 'the people' - so it was a really tough schoolyard life. I was this seven-year-old, little hippy child in my home-sewn Chinese clothes and I was bullied, of course, because the other children could see that I was different.

"I didn't like to stick out, I didn't like attention - I still don't. I like to be in the background. I was a very shy, discreet child and I hated that as a family we stuck out. My stepfather had this hair [she forms a huge arc around her head, like an invisible afro] and this beard [of Talibanesque proportions] and the way he was barefooted..."

Grabol's mother and stepfather divorced when Sofie was ten and her mother then announced that she and her two children were going to move into a commune.

"I completely understand now. I mean, she was alone with two children but to me the thought of moving into a commune was horrifying and I actually threatened to kill myself. I was really scared and was very connected to my room and that house, and I thought that everyone in the commune would bully me."

As it turns out, the commune was the making of her. There were 20 people living in a huge house - with communal meals but each family living in their own apartments "and pretty fast, I discovered that this is where the party is, as you would say. 'This is where it's happening!' I had all my teenage years there, and had a great time."

Acting

At 16, having left school with no particular ambitions, Grabol was working in a hotel checking the mini-bars, "which I was good at because I'm good at systems", when she saw an ad in the paper placed by a film production company looking for a young girl for a movie, "and I thought that could be fun, like a summer holiday job. I certainly didn't see it as a career step."

It turned out to be a big co-production called The Wolf at the Door, starring Donald Sutherland as the French artist Paul Gauguin, with a screenplay by Christopher Hampton, and Grabol as his young mistress: "Yes, it was a pretty big supporting role with a lot of nudity, but I didn't mind that.

"I hadn't seen a lot of films or gone to the theatre, so I didn't know who anybody was. I didn't know who Max von Sydow was or Donald Sutherland - but he [Sutherland] actually taught me a lot.

"I never went to drama school but I've been very privileged to meet people along the way who have given me the right pushes." By the time the film came out in 1986, with a grand opening attended by the Danish queen, Grabol had already made another three films - "I immediately felt at home; I like being in groups for theatre and film work" - and she hasn't stopped.

Wherever our conversation goes, it tends to lead back to Sarah Lund and The Killing. It's fascinating to hear what Grabol used to create her character and how differently she views Lund to the way I do.

On my Killing tour of Copenhagen - yes, such a thing exists - I asked my guide Paul Hartvigson to take me to the marshland on the outskirts of the city, where Nanna's body is discovered and the climax takes place. My son, who's a fan, refers to Lund's "super-power; the way when she's standing there, looking out, she can almost sense something."

Grabol says, "But to me, it's intellectual. She figures it out, it's not an intuitive thing. You know what it is? It's because the camera tracks in and then they play some music and so you believe that I'm 'sensing'. But I think she's thinking. She's a great thinker."

Sofie on Sarah

She's rather protective of her character, disliking it when I describe her eyes as "dead" or when I refer to her going slowly crazy: "I know what you mean but I'm not happy about the words because I don't think she has 'dead' eyes; I think she's just focused. And I don't think she goes crazy; I think she focuses a lot on her case and doesn't lose track - and, of course, that creates crazy behaviour."

Do you admire Sarah Lund? "She's very different from me, of course. But there are traits in her that I wish I had - like the feeling of so much confidence that compromising is not an option. And she's so much brighter than me. But, in some ways, she's also extremely vulnerable and totally isolated from other people. You know, if she was a super- woman, you would have the story of her being a perfect mother at home." Which Sarah Lund is certainly not.

Grabol turned to male actors for her inspiration: the lone wolf Clint Eastwood character, but is there also something of the shambolic-seeming Columbo as well? "Yes, he's my inspiration, too. I love Columbo because he's so polite and stubborn. 'Oh, one more thing…' I love that." She regrets, however, telling the press that she had modelled her walk on a male director's.

"I shouldn't have, because it's like looking at the actor's toolbox, you shouldn't see the tools. And, to me, she is extremely feminine and it annoys me that people perceive her as a man. A lot of my male friends are much more emotional and sentimental than I am, and a lot of my female friends - including me - are very rational people. I think some of the boxes that we put women/ men traits in are totally outdated."

For this reason, also, Grabol resisted series creator Soren Sveistrup's suggestion that her character have an affair with the attractive would-be mayor Troels Hartmann in series one: "You get the sense that there could have been a relationship between Sarah and Troels but there isn't - and the whole beauty of The Killing is that it's held back - that we don't give the audience all the usual fast food of sex scenes, love stories, car chases... It's a long seduction.

"To me the real achievement of The Killing is that it proves that you should never underestimate the television audience. You get to go into all the corners of the different characters and I think it's so beautiful that people actually want that. We don't go with the clichés. We don't go with the female cop in a suit. We didn't want to tell the story of a woman in a man's world.

"The beauty of this character is that she's not defined by the men around her, or the women. She's not defined by her relations, either. She's defined by herself and her relationship to the case. And I think to keep your focus on the woman, herself, is more interesting."

The Brits appear fascinated with all things Danish at the moment, partly sparked by the success of The Killing, which attracted higher figures than Mad Men and won a Bafta, and for Grabol the love affair is definitely mutual. She says that she'd "love to work in England but I do have an accent and I'm not 21". (She's since filmed a cameo for Ab Fab this Christmas.)

She also says that it was so much more heartwarming to be at the Baftas than the Emmys (which she's attended for another Danish TV series) because, "Everybody I passed, going up to the stage, said, 'Congratulations' and 'We love the show', but the Americans don't really care. It's more like, 'OK, let's get it over with.' "

But the biggest compliment she's received is this: "A lot of Brits come up to me and say, 'We just love The Killing.' 'Oh, thank you!' 'It's so great, and you know what the best thing is? It's that you're not good-looking or beautiful.' And I'm like, 'Oh, thank you.'" Downward voice. "But it's sweet, actually. And I know exactly what they mean!"

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