I am currently ramping up my Windows Azure skills (ramping up on new technologies is one of the many fun parts of my job), and there's a great tutorial on the Technet wiki written by Jonathan Gao. I'm kind of a fanatic about the "first time experience" that someone has who comes to a technology for the first time, and Jonathan has done a great job of creating a very clear structure. Believe me, this is harder than it sounds. It is very easy for new users to get lost in a long series of instructions, and lose track of what they are doing and why.
One pitfall in writing about new software is that it changes constantly. So tutorials that used to work flawlessly can run into problems in a later release: directory names can change, the UI changes, and sometimes there are more substantive changes.
I have made a number of updates to the first tutorial in the series. I've added a trouble-shooting section that describes two problems I ran into, plus updated a number of directory names and other minor issues.
One of the issues involves an exception being thrown when the Windows Azure Web Role uses IIS instead of the Hosted Web Core (HWC). This appears to be due to an updated release of the Windows Azure SDK. In the wiki I describe a way around this: force the emulator not to use IIS. This is adequate to get you through the tutorial, but is obviously not a long range solution. If I have time to explore this issue, I'll update the wiki. Or if you have encountered the solution, feel free to jump right in.
Let me know if you run into other troubleshooting issues that would be of general interest. OR, since it's a wiki, go right ahead and make the changes yourself!