If you learn best by doing, here's how to get started with the PDC Azure tools without signing up for Azure or buying any software.
This will provide you the scaffolding you need to build more interesting Azure programs.
If you are an Architect, this will give you a "hands-on" feel for Azure.
Step 1) Go to http://www.microsoft.com/web. You will use the Microsoft Web Gallery and Web Platform Installer to get started.
The Microsoft Web Platform Installer gives you the framework, web server, database and tools you need to build and run Web sites.
Step 2) Click Get Started
This brings you to the page for ‘The Web Platform Installer', called ‘Web PI'.
The web installer saves hours of time by installing all the pieces one needs to get started and later install more sophisticated "starter kits". It also handles all the configuration, e.g. turning on IIS.
Get started by using the Microsoft Web Platform Installer (Web PI). Web PI handles the heavy-lifting by installing and configuring each component of the platform from top to bottom.
Step 3) Click "Get the Microsoft Web Platform Installer"
Step 4) Choose all the recommended pieces provided by Web PI. See the scroll bar?? Don't forget to scroll down and choose everything!
Step 5) At some point, you might be asked to create a password for SQL Server Express.
Step 6) Now go to http://www.azure.com/ to the Windows Azure Tools for Visual Studio. This gives you all the Visual Studio add-ins and simulators you need to get started on Windows Azure.
Step 7) Click Get Tools and SDK. Make sure this is the November version. It was released on 11/13 and is still propagating. I had to click on the "Developers" tab at the top then click "Get Tools & SDK" to find the November version.
Step 8) Run Microsoft Visual Web Developer as administrator
Step 9) In Visual Studio, choose File -> New Project. In the project dialog, Visual C# -> Cloud Service. In Templates, Choose Windows Azure Cloud Service. Feel free to rename your project
Step 10) In the next dialog, choose ASP.NET Web Role. I changed the name to "WebRolePDC" by clicking on the pencil next to the name. Then click OK.
Step 11) On the project window on the right-hand side, right click on the .cs file to find the "View Designer" option. Click it.
Step 12) On the left side, find the "Toolbox" button. In the "Standard" section, find and drag a "Button" to the design surface, then find and drag a "Label".
Here's what the design layout looks like.
Step 13) Double click on the "Button". This will create the code that will handle the click event.
Step 14) As shown below, type is this single line of code.
Label1.Text = "hello Azure PDC";
Step 15) Press F5 to run. You will see the "Windows Azure Simulation Environment" startup.
Step 16) Your web browser will come up. Press the button to see your message!!
Azure Training Kit, http://www.microsoft.com/downloads/details.aspx?FamilyID=413E88F8-5966-4A83-B309-53B7B77EDF78&displaylang=en