Hi there isbjOrnen (what a name to type lol!). The solution is simple:
In order to build a station, your location has to be within the -50.000 / 50.000 limit from the center of the sector you are in. The numbers in the top one of the left set of boxes in your screenshot ('72500') are beyond that.
Simply changing the '72500' to '0' (dead center of the sector you're in) will set the waypoint marker in a good location to build a station. (highlighted in red in the image below)
To make sure you get there with the fuel you have left, it might be better to not set the value to '0', but to '49500'. This is still within the 50.000 limit , but closer by than '0', which is the dead center of the sector.
Then make your way to the nav marker and go ahead and build your station so you can refuel.
[Edited on 1-29-2012 by Viper]