Mary has played an active role in promoting an anti-bullying program based on an Australian model through the auspices of Denmark's Save the Children. She is also involved in a new campaign to raise awareness and safe practices among Danes about skin cancer through The Danish Cancer Society. In September 2007, she formally established the Mary Foundation, with capital from public and private donations, to advance cultural diversity and encourage a sense of the right to belong and contribute to society for those who are socially isolated or excluded.