I'm sorry, but what religious belief prevents you from serving a danish to a Muslim, or a cake to a gay person for that matter?
Everyone here is assuming that this means that Christians will not serve gays for simply being gay. While many Christians believe homosexuality is wrong, there is no religious belief that I know of that says you can't provide them with basic services.
This law was intended to protect the inevitable situation where a gay couple asks a priest to marry them (which is a religious belief that many Christians would have an issue with) and he is forced to do so. And don't tell me that that won't happen.
Part of the reason for this over-the-top reaction of a law is that (as evidenced here) there are people who want to destroy religion (i'm surprised that there have been no Flying Spaghetti Monster references yet). And as odd as it seems, homosexuality has become the tool of choice for many of these people.
I'm not saying that I support this law. My view is that in areas where we have strong differences of opinion, one should be tolerant. I have no issue with working with, hiring, or having a close personal friend that is gay. But, you have to know that people who have a religious faith are scared that this will open the doors for government to tell churches what they can believe. And that I understand.