Once you have VM role enabled with your subscription, you can start working on VM Role using the step by step guide provided as below:

http://msdn.microsoft.com/en-us/WAZPlatformTrainingCourse_VMRoleLab

 

 

After finished creating your VHD for VMRole, and uploading using CSUPLOAD script, you may following error:

Error: The file <yourvhdname.vhd> is not a valid VHD

 

Reason: This error could occurred due to several reason.

-          In my case I tried to compress the VHD with some tools and corrupted it.

-          If you try to open or mount the VHD using some 3rd party tools it may change the VHD internal settings or metadata which could cause the problem

 

Solution: Please use Hypervisor to create an appropriate size VHD and do not try to use any 3rd party tool to play with it. The best is to use Hypervisor to install OS and necessary VMRole on it.