If you want a mailing list, you contact Science IT helpdesk.
For regular @diku.dk mails, their use is being deprecated so you do not ask for one of those.
It used to be done by contacting the operators office and registering for a DIKU sandbox account - I have no idea how it works these days, but probably Science IT would be the people to talk to?
Somewhat related to http://qa.dikutal.dk/questions/483/is-there-an-alternative-to-ugly-registration-plate-email-addresses.