South/East towards Brande, Give, Horsens, Vejle, Odense, Copenhagen
Take the bus 2, 5A, 5B, 19 towards Fasterholt, 77 towards Pårup or 116 towards Horsens, to the stop 'Silkeborgvej v. Golfvej' (the 'v.' meaning 'by'). All of them leave from outside the train station. The driver does not necessarily call out the stops, so you may have to ask him when you get on to tell you where to get off. If he doesn't want to, press the stop button as soon as you see a Q8 gas station on the right and a A-Z supermarket on the left, then he will stop after the next light. From there, keep walking in the direction of the bus (east), and you will come to an on-ramp on your right, with signs towards Esbjerg, Vejle, Silkeborg, Ringkøbing. In the beginning of the ramp there's plenty of space for the cars to stop. Your problem will most likely be those; firstly, most people from Herning are not too keen on breaking the law for your sake, and secondly, the highway leads in many directions, so you'll probably need a sign.