Here is a greatly detailed how-to guide from David Sayed about retrieving your information from Silverlight Streaming by Windows Live and putting it in a Windows Azure blob storage. This should allow you to continue to serve content out of the Microsoft Content Delivery Network (CDN) before SLS is decommissioned.

Main post: http://blogs.msdn.com/david_sayed/archive/2010/01/07/hosting-videos-on-windows-azure.aspx

Current table of content:

• Provisioning Windows Azure
• Setting up Windows Azure for video storage
• Creating and publishing a video in a Silverlight player to a Windows Azure storage account (using Expression Encoder 3)
• Embedding a published video in a blog (using Windows Live Writer)
• How to retrieve content that is stored on Silverlight Streaming by Windows Live