At 16 Martin fathered a girl with the then 15 year old Heidi Pedersen called Emilie. He refused he was the father, His friend that was in love with Pedersen, knew he was not the father but took responsibilety for Pedersen and her girl, they are not together anylonger but still share parent responsibilety for Emilie. After a paternety test established he was the father and the court ordered him to pay support, he still refused to see her, and has still not met his daughter to this day according to unnamed sources
http://ekstrabladet.dk/underholdning/kendte/article159105.ece
When the Alex and Martin realtionship broke Emilie got to know that the man she thought was her father was not, her mother had to tell her that Martin was her real father becuse of the press.
The mother (Pedersen) asked for calmness around her family, but has posed for pictures where the girls face is hidden, she was also on the danish version of Survivor (before Martin and Alexandra)
http://ekstrabladet.dk/underholdning/kendte/article159858.ece
Martins mother apperantly was very upset she never got to see her grandaughter and had to get help(psychologist? not sure.) Martins father supported Martin in not wanting anything to do with the child. Martins mother would not comment to EB
http://ekstrabladet.dk/underholdning/kendte/article159317.ece
Martins father runs the TV company that has done lots of documentaries on the royal family. Maritn has worked with both Margrethe, Mary, Frederik and ofcourse ALexandra, he was the sound technician on a series about her work for UNICEF I think it was
http://ekstrabladet.dk/underholdning/kendte/article158591.ece
Disclaimer: its ekstrabladet (a trashy tabloid, but they were the first to write abotut the J and A divorce so they are right although they like to exaggerate), but it seems this is true, there are also alot of other stories on his various conquests, even suggesting some if them are after Alexandra but there are no reliable sources for this