By default, Azure blocks all access to your SQL Azure database, unless you specifically add firewall rules for your IP. In some cases you may need access from any IP in the world (e.g. when you want to use Remote Desktop Manager through Azure and require access from any IP). In this case, you have to adjust the firewall so access from all IP's are allowed. Here's how.

Warning
Allowing public access to your SQL database effectively opens up access from anywhere, increasing the risk of unauthorized access. Do not use this with in a production environment, or with sensitive data. Change the login and password to your database to something very complex.
In case of Remote Desktop Manager, enable  ...