Wow. Thank you all. I kind of had the intuition that it not could be as easy as ignorance makes you think. I guess it is bit like a storm in high mountains... last only a couple of hours, but appears out of nowhere in no time and it is prety scary, even if you are in a shelter. The Mediterranean sea is in a way similar to what you describe, and we have theese waves we call "FSW" (F... Short Wave)....
Regarding the time of the year (not that I plan to get there on the winter, sure about that!) is there a better time than other. Comparing with the Mediterranean again, here June/July is much better than August/September. Is there a favourite time of the year for you in the lakes?
TwentySeven, it is said even of relatively benign Lake Ontario that if you can survive the spring and fall gales and the summer squalls, you can handle the North Atlantic. Certain conditions and areas will give you very little notice that a squall is coming, so it is very important to be sure of your gear and to reduce sail in a timely fashion. The upside, of course, is that in the middle of a continent like ours, the weather tends to keep moving (usually to the east), and so storms, while vicious and potentially destructive, rarely last a long time.
In the Lakes, your FSWs are called "square waves", because they are steep and closely grouped, rarely having swell or rollers to separate purely wind-driven waves. As for the time of year, that is dependent on your tolerance for cool weather and light winds. June will generally feature more wind for sailing, but the nights are cool as the Great Lakes don't warm up until July, and Superior and the north end of Michigan don't warm up much at all!
The "lower" Great Lakes, by contrast, can get very warm in July and August, with often disappointing winds only broken up by heat-driven thunderstorms. However, there are a great number of charming destinations, which may be of more interest to you than purely sailing.
I would say a good time to visit Canadian waters would be June for Lake Huron and Georgian Bay (a cruising ground in its own right, but bring very good ground tackle and a depth finder!), or Lake Ontario in early September, when the crowds are less, the lake is warmest, but you will get more decent wind. Lake Erie is relatively shallow, and the "square wave effect" is most pronounced there. Superior is like a real sea, with different weather affecting different parts. Its sparse population and lack of harbour facilities attract the more independent cruiser, but the reward is vast stretches of natural beauty, clean air and sparkling waters you can, in most places, drink directly from the lake.