To connect to SQL Azure from Sql Management Studio you need to change your SQL Azure firewall settings to allow access for your public IP. You can do this as follows: 1. Login to your Azure account Select SQL Azure –> Database
2. Select the Firewall Settings Tab
3. Select Add Rule and enter your IP address (in place of the 000.000.000.000). Note: your IP will be displayed under the IP Range text boxes
4. Press submit
5. Withing ~5minutes you should be able to connect directly to your SQL Azure instance. Note: the server name you supply to SQL management studio can be found in the Server Information Group of the image above.