New Jersey Gov. James McGreevey (search) on Thursday made his first appearance at a gay event since publicly acknowledging he is "a gay American."

McGreevey told reporters at the annual Empire State Pride Agenda (search) dinner — a civil rights fund-raiser — that he was going through "a very challenging period in my life" but that "today is a step forward in self-journey."

"This is an opportunity to be with friends and enjoy the evening," said McGreevey, who attended the dinner but did not address the gathering.

The Democratic governor thanked everyone who has supported him since he announced Aug. 12 that he is gay, had an extramarital affair with a man and would resign Nov. 15.

McGreevey has not said with whom he had the affair, but top aides to the governor have said it was his former homeland security adviser, Golan Cipel (search). Cipel has insisted he is not gay and claimed the governor sexually harassed him, but his lawyer later announced his client would not sue McGreevey.

State Senate President Richard Codey, a fellow Democrat, will fill the remainder of McGreevey's term, which ends in 2006. Had McGreevey resigned in August, a special election would have been held.

A federal appeals court in Philadelphia on Wednesday rejected an argument that a special election should be held because the governor's office was effectively vacated when McGreevey announced he would resign.

Responding to reporters' questions, McGreevey said he had no definitive plans to return to politics.

"For the foreseeable future, for a long, long time, my future is going to be obviously loving and caring for my family and continuing some level of public service," said McGreevey, who is married and has two daughters.

The Empire State Pride Agenda, formed in 1990, calls itself the largest statewide lesbian, gay, bisexual and transgender civil rights organization in the country.