A major fire broke out early Wednesday at an exhibition and sports hall in central Copenhagen where the annual Sex and Erotic Exhibition was to have opened later in the day. \"This is a major fire and the fire brigade says there is a danger that the building may burn down,\" Copenhagen police spokesman Lars Borg told AFP. He added that no-one appeared to have been seriously hurt in the incident at KB-Hallen although two people were taken to hospital with smoke inhalation for observation. People living in neighbouring buildings were advised to close windows and doors in order to keep out thick smoke, which Borg said was not toxic. Police said the alarm was raised shortly before 6:00 a.m. (0400 GMT) as staff arrived to carry out final preparations for the Sex and Erotic Exhibition. A member of the building staff saw smoke and flames coming from an area of cardboard boxes. \"Initial reports suggest that a halogen light caused the fire, but we will know more when our investigators are able to enter the building,\" Borg said. KB-Hallen was built in 1938, and at the time was Europe\'s biggest private sporting facility. It was recently renovated and met all modern anti-fire requirements.