In reply to nabeelfarid:
There are several sport crags, Eggum for steep stuff and Finnvika, Urdstabben, Sandvika and Juniorveggen all have some decent routes (well Juniorveggan is a bit crap). It isn't what the place is about to be honest but you could pass a few days.
They are all in the book though I don't think it is available in the UK any more. They deffo have plenty of copies in the climbing shop in Henningsvaer,
Chris