the navy gave nelson his greatest prize , a new ship , the san josef , a spanish first rate of 110 guns which had been captured in the action off cape st vincent , refurbished and re-flagged as a british man-o-war and he set sail to take on the danes in the battle of copenhagen roads when negotiations to free up the trade route to and from the baltic foundered on the sarcasm of a danish diplomat who declined to sign the treaty saying : if your guns are not better pointed than your pens , you will make little impression on copenhagen .