There are two companies offering frequent trips from Malmö's Inner Harbor to Copenhagen. Pilen and Scandlines Flygbatarna each have docking areas just west of the Main Square near the train station. Both offer frequent trips throughout the day and evening as well as similar prices. We chose the 10:00 am Pilen boat from Copenhagen to Malmö and the 9:00pm Flygbatarna boat on the return trip just because that worked into our travel plans best. The trip takes only 45 minutes, and we paid 40.00 Swedish Kronor in 2000.
According to VT member Sjalen, the ferry is no longer in operation. I guess the new bridge made it cheaper and easier to drive or take the train.
We took the super-fast-ferry from Rostock to Trelleborg (30km south of Malmö). It took less than 3 hours.