Fake edit: I went and looked it up, and there is NOTHING about en/et in my huge Danish dictionary. They must expect you to learn them by heart, since every single word is marked as either en or et, but there is no rule mentioned.
The closest I can get to a rule is that things with a gender is "en", the rest is it. So a man, woman, cow, girl and so on, is "en". A house or a tree is "et". However, a sheep is also "et", and a rock is "en", so the rule only takes you so far...
I am pretty sure immigrants are taught to look every single word up and memorize it, really.
Maybe because rocks come from "Mother" Earth? *shrugs* Lots of weird stuff like that.