Recently I as involved with adding SSL to a site which is hosted within Microsft’s Aure platform. Overall the process went pretty smoothly having used the guide from MSDN:
http://msdn.microsoft.com/en-us/library/windowsazure/ff795779.aspx
The one thing it forgets to mention is that along with server certificate you also need all of the certificates along the chain of trust back to the root CA which people’s browser trust. There are multiple ways to do this but the way I found simplest was to import the certificate into a local IIS instance and then use the certificates MMC to export the certificate per this guide:
https://support.comodo.com/index.php?_m=knowledgebase&_a=viewarticle&kbarticleid=1244
Note: Make sure to check the box for ‘Include all certificates in the certificate path’
You’ll also need to reference these certificates in the XML files mentioned in the MSDN article and then you’re all done!
P.S. If you get an error about the certificates’ thumbprint not matching make sure you’re copying the full thumbprint from Azure, the field is longer than what the screen shows, so there is some ‘scrolling’ when highlighting it.