United fans are angry at being asked to pay a premium price to watch their team in what they view as a second-rate European competition.
Banners have been prepared by some of the 800 fans attending the game at the 11,800-capacity MCH Arena.
One of them, created by Thomas Kearney, has 'WELCOME TO SCAMDINAVIA' written on it in black and white letters.
It highlights the fact that United fans have been charged £71 per ticket whereas Southampton supporters were charged just £22 when they played at the home of the Danish champions in the Europa League play-off round in August.
United fans are expected to sing about their annoyance at the ticket charge during the game on Thursday.
"£71 to watch a Europa League game is extortionate," said Andy Mitten, author and editor of fanzine United We Stand.
"The combined cost of all three tickets for Manchester United's Champions League away games was only £75.
"Do they think United fans are three times wealthier than Southampton fans? Midtjylland are ripping fans off - their own and the 800 travelling fans."
Press Association Sport understands United complained to UEFA on the matter when the prices were announced, but there was no reduction.
Currently, the only direct flights from Manchester to Billund, the nearest airport to the ground in Herning, are available at £321 return.
Given that fans will have to pay up to £100 to reach Herning and hotels are charging up to £320 for a room, a two-night trip to Denmark could cost well over £1,000.
"Many fans go to great extremes to work out the cheapest ways to organise trips and to then get clobbered like this on ticket prices is a real slap in the face," said Duncan Drasdo, CEO of the Manchester United supporters' trust.
"I feel that UEFA - and similarly the FA & Premier League - should protect away fans as a special case by requiring that in addition to away fans being charged no more than home fans in equivalent seating they should also outlaw 'away categorisation', so that away fans of all clubs should be charged the same lowest price in the same competition in the same season.
"Clubs need to accept that they are not selling tickets in a normal competitive market as fan loyalty means each club is an effective monopoly so they shouldn't be applying normal supply and demand economics
They wouldn't be able to do this in other industries - banking, utilities etc where prices are regulated because the market is not operating efficiently."
FC Midtjylland failed to respond to requests for a comment on Tuesday.
With United now six points outside the top four, manager Louis van Gaal concedes his team may have to win the Europa League to qualify for Europe's biggest club competition next season.
And former United striker Ole Gunnar Solskjaer, now manager of Norwegian club Molde, believes his old team have little to worry about in their second-round tie.
"Maybe Midtjylland have a one or two per cent chance (of progressing)," Solskjaer, who famously scored an injury-time winner for United in the 1999 Champions League final, told Midtjylland's website.
"But there is a chance, that's the thing
I think you have to go in with that belief that maybe this is that miraculous day."
United midfielder Marouane Fellaini insists he and his team-mates will not underestimate their opponents, however.
"They will be very aggressive as they want to win and show that they are a good team, but we are strong too and have great players," the Belgian told MUTV.
"We have the capacity to win and we want to win the game, even though it will be difficult
We have to be motivated because we know they will be."
Source : PA
Source: PA