I am studying in Denmark. In order to collect primary informtion for my project, I need interviews from danish dealers in MP3-player industry.
I really do not have any idea in making this kind of mail. Am i right?
Thank you!

Dear ,,,

I am studying in the program of International Business Economics, Aalborg University.
I am making my semester project researching the competition in Danish MP3-player industry. Now I am in the processing of information collection. As I know, your company is one of the dealers engaged in MP3-player sales.
I hope to get your support that can help me with my investigation. I imagine that I would need a 30-60 minute interview with your Sales department that could provide me some general information on MP3-player. For example, market experiences depending on the types of player, the new brands in recent years.
If confidentiality of the project and the information used are important to you I can tell you that besides me, only my supervisor who to give me advice during the writing process will read the project.
I am looking forward to your response and thank you in advance.

Best Regards

Hello vong,

This is not too bad at all! I would just shorten the introductory paragraph a bit as it has a bit too much waffle. How about

'I am conducting research into competition in the Danish MP-3 player industry for my Inernational Business Economics degree at Aalborg University. I am writing to ask if you would be kind enough to participate in this'

Then, be a bit more certain about what you are asking for, you should not have to imagine, you should know - and reassure them that they are not going to be too inconvenienced.

'I would really appreciate a short interview (between 30 and 60 minutes) with your sales department. All I need is some general information, for example, ......

Don't ask if confidentiality is important to their business, of course it is. State that all information is confidential and will only be seen by your supervisor (and presumably whoever is marking!).
Just to add to nona the brit's comments, I would also try to give them something in return. Perhaps you share your project/essay with them upon completion. Put yourself in their shoes, why would you want to divulge any information is there is no benefit?