The number on your screenshot where it says blocks seems not right.
Is it slowly increasing?

If it is increasing means you've to wait longer with the client open since it has not downloaded the whole blockchain.
Your transaction is containend in a block like 132000+, i would guess. (if i understand bitcoin a bit ^^).
So your client simply does not has the information about this transaction yet.

If not my, best guess would be a connection issue with the bitcoin network. Since my client is at 132619.

And you can also check the blockcount at:

http://bitcoincharts.com/bitcoin/

(just at the top under the orange "bitcoin network")