The IT Department's general guide for eduroam is here:
This page here describes how to connect under Android, based on HTC Android 2.1 - but it should apply, with minor variations, to all Android phones.
Here comes the step that seems to be a problem for many:
If you have set your password earlier, but cant remember it, you ll have to reset it under "settings > security".
Once you have taken this step, continue with the actual ...
press connect, and you should be fine.
A note on certificates: the implementaion of WPA/802.1x in Ubuntu allows you to connect, even though you do not have a trusted server certificate. A warning dialogue notifies you of this, but you are allowed to accept this potential security risk. It is absolutely necessary to retrieve the certificate through your browser, by going to http://itu.dk/cert/ , store it locally, and inform your WPA/802.1x client of its location, in the warning dialogue. Without the proper certificate, authentication is completely broken - the internal encryption provided by Microsofts MSCHAPv2 is known to be fully cracked (August 2012).