...why was he working closely with him to help Farrakhan lead the Million Man March?
Obama has based his candidacy on judgment, saying that voters should choose him because, while he may not have the most experience, he has the best judgment of all the candidates*. Being closely associated with domestic terrorists and people who openly hate the country he's trying to lead belies this argument.
*I agree with this line of thought. After all, Abraham Lincoln had only served one term in the House of Representatives before becoming President (and this term was over 10 years before that, to boot).