If you cannot connect to an Azure VM using RDP, ensure that you are using the correct credentials, and then follow the solutions provided here.

And, as Sanders said, Linux and open-source are "where the customers are." So, what choices does Microsoft offer corporate Linux users on Azure? Well, first you can bring your own Linux distribution.

Microsoft is expected to announce some of its promised 'spring update' features for Windows Azure during a June 7 event.