Newbie error with Windows Azure–403 not authorised
Azure uses certificates to manage secure access to the management side of things. I’ve started looking into azure for some SQLBits. So in doing so I needed to configure certificates to connect. VS nicely will create a cert for you and copies a path for you to use to upload to azure. I went to the Azure portal (https://windows.azure.com/Default.aspx) found the certificate bit and added the certificate.

However after doing this I couldn’t connect.
After trying numerous fruitless things, including looking round the portal for other places to put certs, I realised I must be missing something.
So went back to the portal and had another look, and what did I find but a “Management Certificates” option.

I added the certificate generated by Visual Studio (connection wizard pops up when you try and deploy stuff which allows you to generate a cert) and now I can connect.
So there is a page on the Home of the portal that takes you to http://msdn.microsoft.com/en-us/library/gg441575.aspx, whats odd is that you would expect the Management Certs to be the first option as that is what is required to manage the certificates.