Cannot remote desktop into Windows Azure VM

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I am running a trial of Windows Azure and setup a simple Windows Virtual Machine. However, I do not seem to be able to use the Windows Remote Desktop connection to remote into the machine. What am I doing wrong? At first sight it does not seem to like my userID and password. But then I also cannot ping the VM address. I do not want to go through VS or any other tool, I like to do a simple remote desktop connection through the Windows RMD tool.

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