This sounds like a perfect end-to-end scenario. I have a flat-file message which I wanted to be written into my partners SQL Server database instance that resides behind the organization’s firewall. How do I accomplish this using the Azure Service Bus EAI and EDI Labs? With the new feature additions in the April refresh of the service, you can now send messages from an FTP Server to the bridge endpoint deployed on the Service Bus and you can also configure the bridge to process a flat file message instead of an XML message. The bridge can then send that message to the on-premises SQL Server.
I have this complete scenario documented at http://msdn.microsoft.com/en-us/library/windowsazure/hh949811.aspx.
I wrote the content at the above link while creating an FTP/EAI solution. The sample bits for the solution are uploaded at http://code.msdn.microsoft.com/Sending-Flat-File-Messages-fdf6fd39.
You can either read the content, build up your own solution and then use it or if you just want to jump right into it, download the sample from the MSDN code gallery and then try it out.
Let me know how it goes. Thanks!!