Today I decided to trial the SQL Azzure product. First thing to do is go to Windows Azure and sign in with your Microsoft live id.
You will need to enter your credit card info, however they promise not to charge it unless you continue to use the system after the free trial period (3 months).
Once you get set up login and click on manage. It’s pretty self explanatory to set up a new server and database (couple of clicks), although you do need to add firewall rules to allow your external ip address to access the server.
Then you can connect to it via ssms. Run a few querys and so on. Let me know if you get stuck.
Check back as we work through some different experiments and trials with the Azure product.