Thanks Roger, I'll try it next time.
You're right that F-type is way more forgiving than any other smaller shortboard I've tried.
Also, I've just recalled, I actually had a similar problem even on my F-type - at the very, very beginning I couldn't get it moving, it would round up on me.
Later on my friend who was learning had the very same issue.
What helped me then was to (1) get the sail perpendicular like you said, but also (2) tip the mast windward until I could see the nose of my board over the window in my sail and THEN start sheeting in.
The 2nd one I actually got from a windsurfing book and it really helped me, I guess I forgot about it and have to use it (more extensively) on a smaller board.
P.S. If you have a chance, will you take a look into my "back footstrap problem" post?