Error when remote debugging Azure Cloud Service "There was a failure to launch the remote debugger"

I recently saw an issue when trying to do remote debugging, we got the following error: "There was a failure to launch the remote debugger"

Steps Taken:
1.We setup another machine in Azure and installed Visual Studio. We were able to successfully attach the debugger to Azure Cloud Service process and do remote debugging.
This step proves whether it is a client side issue or a problem with the way you have configured remote debugger in your Azure role.

2. The above step proved that the problem was either with the client machine or the firewall.
--The debugger uses ports 30400-30424 and 31400-31424
--The incoming request comes on a different port than the outgoing request.Some firewalls will not allow new incoming request on a different port.

Remote Debugging feature was released in Azure SDK 2.2. 

The following articles describe how the remote debugging works and how to configure it.