HOW TO UPLOAD SELF SIGNED CERTIFICATE TO WINDOWS AZURE?
1. Open VS20xx native tools command prompt as an administrator, you will see the following screenshot.
If you don’t have the Vs20xx native tools command prompt, please download windows SDK from here to get it.
2. Type in the following command in the command prompt:
makecert -sky exchange -r -n “CN=<CertificateName>” -pe -a sha1 -len 2048 -ss My “<CertificateName>.cer”
3. Replace the CertificateName with the name you want for your certificate, so for example if I want to name my Certificate “certificate1″, the command will be as the following:
makecert -sky exchange -r -n “CN=certificate1″ -pe -a sha1 -len 2048 -ss My “certificate1.cer”
4. After this click Enter to create your certificate, you will see the following screenshot that indicates the successfulness of the creation process.
5. Open mmc.exe from the run command, after you do that click on file –> Add/Remove Snap-ins and select certificates, check the below screenshot.
6. Choose My user account and click Finish and then Ok.
7. Drill down Certificates – Current User -> Personal -> Certificates and on the right pane, all the certificates you have created will appear.
8. Right click on the certificate that you created in our example it was “Certificate1″ and click Export
9. Make sure that “No, do not export the private key” option is selected and click Next, the next screenshot will appear.
10. Select the format you want to use either DER or Base as the extension has to be .CER and click Next, the following screenshot will appear.
11. Specify the file path where you want to store the certificate and click Next and Finish.
12. Open your Windows Azure Subscription on the Internet explorer and click on Settings as in the screenshot below.
13. Click on Upload and then go to the path where you stored your certificate and make sure to select the right subscription from the subscription drop down, usually you will have only one option if you have only one subscription for windows Azure.
14. Click this button 
15. After the upload is completed you will have your certificate under the management certificates grid, refresh the browser to see the certificate.
Congratulations you have linked your user with your windows Azure subscription.
In the next post, I’ll show you how to connect to windows azure using PowerShell.