I\'ve tried the suggestions on a number of sites (http://blogs.thesitedoctor.co.uk/tim/Trackback.aspx?guid=e81a4682-0851-490b-a3d2-adf254a701e7 and http://www.itq.nl/blogs/p
Received an answer on MSDN forums. Apparently there is an issue with the management console and you have to use Azure Powershell: http://social.msdn.microsoft.com/Forums/windowsazure/en-US/8f697f17-72b7-46f7-8c97-398b91190a2f/server-2012-vm-on-azure-passive-ftp-wont-work