When you purchase a MSDN, TechNet or MPN subscription, you are entitled for submitting technical support incidents. You can use those for creating Windows Azure technical incidents.
Below is the summary of subscription name, levels and technical support incidents you are entitled to with a subscription.
Technical support incidents
MSDN Operating Systems
Visual Studio Professional with MSDN
Visual Studio Test Professional with MSDN
Visual Studio Premium with MSDN
Visual Studio Ultimate with MSDN
Please visit http://msdn.microsoft.com/en-gb/subscriptions/buy.aspx for updated information.
TechNet Professional with Media
Please visit http://technet.microsoft.com/en-US/subscriptions/dn261809.aspx for updated information.
Please visit https://mspartner.microsoft.com/en/us/Pages/Support/benefits-and-incidents.aspx?Page=IncidentsBenefitsControlJsonP for updated information.
Service requests can be created from the Management portal following the below steps:
3.Click on Microsoft Professional Contract Support (for MSDN, TechNet, MPN subscribers)
4. Choose the appropriate details under Products, Problem type and Category and click Continue.
5.If you have not activated your technical support benefit yet then do so using this link http://support.microsoft.com/ActivateSupport
If the above procedure doesn't work because you don't have an active subscription you will need to contact general customer support to have them create a support ticket for you. http://support.microsoft.com/gp/customer-service-phone-numbers?wa=wsignin1.0
See Support for MSDN, TechNet or MPN Users and Partners for support FAQ.
See Windows Azure support - How it works and how to receive help for other support options.