Problem solved
Hi
Sometime solutions are embarrassing for one self but I'd like to share this one as there might be others with the same problem. The problem that I had was in fact that Tor had not built a complete circuit and it was still trying even after I left it running for a long while. Eventually it did gather enough information to build a circuit and would let me connect. So this was a bit a newb problem, atleast this problem that I had as I could have seen this in the logs if I had looked more carefully, but then again I am a newb! Although now a bit less so as while trying to solve the problem I actually read through a lot of the documentation for Tor.
So for anyone to rule out the same cause for the problem as I had: check the Vidalia client logs for the messages, in my case I saw connection attempts ("I learned some more directory information, but not enough to build a circuit: We have no network-status consensus") in that log but when I checked my Tor process everything seemed ok. Only after restarting the Tor process did I see the same connection attempt messages, I left it running and after about an hour it was able to build a loop and let me connect. While Tor is gathering info it will print out "I learned some more directory information, but not enough to build a circuit", I just had to keep waiting!
Why it took that long (1 hour) I don't know, I looked into the error messages but could not found anything significant on the Internet.
Hope this helps someone.