Regionstog (http://www.regionstog.dk/) operates a private regional railway between Tølløse 45 min and Slagelse 15 min which stops in Høng every hour each way between 6AM and 10PM. From Copenhagen and West Denmark the quickest option is changing from Intercity or interregional trains in Slagelse. There are also buses (http://www.movia.dk) from Kalundborg lines 23 and 28 and Jyderup line 330 arriving at Høng Train Station.
If you have your own wheels the easiest way to get here will usually be branching off Vestmotorvejen highway E20 at the Slagelse S exit, and follow Kaludborgvej route 20 northwards and turn right on Slagelsevej immediately after the small village of Løve.