This was happening to me too Last night. I tried again this afternoon and same thing. I tried again 20 minutes later and it worked no problem. I'd say keep trying.
The server always hangs on "waiting for game info".
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Great indebtedness does not make men grateful, but vengeful; and if a little charity is not forgotten, it turns into a gnawing worm.
I am not able to CTRL-ATL-DEL to kill Dominions when it is running in full screen mode.
My solutions is to first change Dominions to run in a window (you can do this through the options menu) or by hitting Alt+Enter.
Then try to connect to the game. If it doesn't connect within 10 seconds or so. Then you can force quit dominions (CTRL-ATT-DEL) or right click on the taskbar icon and select close.
Then immediately try again. I've never had to try more than 4 times to get into the game. Usually it works on the 2nd or 3rd try.