It is easy to get to Det Lille Hotel, here are some options:

Bornholmstrafikken:   Ferry Service from Ystad to Rønne - Køge to Rønne and Sassnitz to Rønne. 

Bornholmerbussen:   Shuttle directly from Copenhagen to Bornholm (Ystad, then ferry to Bornholm)

Cimber Air:               Fly direct from Copenhagen til Bornholm Airport.

BAT:                         Local bus servicesthroughout Bornholm.