The MSI package to install the VM Agent on an existing Azure VM is now available for download:

http://go.microsoft.com/fwlink/?LinkID=394789&clcid=0x409

Note that currently we recommend running the MSI from an elevated command prompt due to an issue where it may not prompt automatically for elevation. If you run it without elevating, it may hang during installation, in which case use Task Manager to end task on msiexec.exe, then run it again from an elevated command prompt.

Also, if the agent installs successfully but you are unable to get any agent extensions to install, make sure the VM has working internet name resolution. See "Installing extensions on virtual machine..." does not complete on Azure VM for more information on that issue.

After you RDP to the VM and install the MSI (same as you would any other MSI package), use the April 2014 v0.8.0 or later Azure PowerShell release to update the VM property to indicate the agent is installed.

$vm = Get-AzureVM –ServiceName <cloud service name> –Name <VM name>
$vm.VM.ProvisionGuestAgent = $true
Update-AzureVM –Name <VM name> –VM $vm.VM –ServiceName <cloud service name>

Now if you run Get-AzureVM again, the GuestAgentStatus property should be populated instead of blank:

Get-AzureVM –ServiceName <cloud service name> –Name <VM name>

GuestAgentStatus:Microsoft.WindowsAzure.Commands.ServiceManagement.Model.PersistentVMModel.GuestAgentStatus

Note the steps to update the VM property are also on the Manage Extensions MSDN page.