I started learning how to write applications using Windows Azure, here are the steps:

1. Download and install
   1. Windows Azure SDK: http://go.microsoft.com/fwlink/?LinkID=130232
   2. Windows Azure Tools for Visual Studio: http://go.microsoft.com/fwlink/?LinkId=128752
2. Request a Token: http://www.microsoft.com/azure
3. After getting the token create an application: https://lx.azure.microsoft.com
4. Open visual studio: new –> project –> Cloud Services –> Web Cloud Service
5. Write hello world code in the Default.aspx page (be creative)
6. Right click on your Service project (Not the _WebRole) and select publish.
7. Select Deploy and Upload you package and configurations
8. Select Run.

Done