Pirates holding three children and their parents have said they will kill them if any rescue attempt is made.
The Danish family, along with two crew, were captured last week from their yacht in the Indian Ocean.
Somalian Abdullahi Mohamed said that he has ties with the gang holding the group.
He said today that any attack against the pirates would result in the deaths of the hostages, and he referred to the killings last week of four American hostages taken captive by pirates on their yacht.
Just days before the hijacking, the family wrote on a travel blog that it was in daily contact with anti-piracy forces and had prepared a "piracy plan" in case of an attack.
Postings chronicling the family's round-the-world journey showed they entered the area well aware that the American yacht had been hijacked by pirates but comforted by the presence of counter-piracy forces.
"Of course, we talked quite a lot about it but this is far over thousands of kilometres away and the Arabian Sea that we sail in is the size of Europe," they said.
They are Jan Quist Johansen, his wife Birgit Marie Johansen, their sons Rune and Hjalte and their daughter Naja. They are from Kalundborg, 75 miles west of Copenhagen.
The chairman of the Kalundborg yacht club, Ole Meridin Petersen, said they were experienced sailors who were planning to enter the Mediterranean through the Suez canal from the Red Sea.
That route would take the family through the Gulf of Aden, one of the most dangerous waterways in the world in terms of piracy.
"They expected to be home in August," Mr Meridin Petersen said.