Well I guess this is a pretty stupid error caused by my own misconfiguration :-)
I have set up a new Server 2012 with the hyper v role installed.
I can confirm that this server has full conectivity with the Internet.
On top of this I have created a virtual server also running Server 2012 and configured this as a domain controller for a new forrest.
This server can access computers on the lan as well as pinging the firewall.
My problem is that this server has no access to the Internet.
DNS is installed and configured with forwarders pointing correct BUT their ips can not be resolved.
In lower right corner the NIC says "unidentified network - No Internet Access"
How do I solve this? :-)