I have just created a website using Windows Azure and their template for a WordPress blog. I was able to update the CNAME and Alias records to properly forward my domain to
WordPress on Windows Azure Websites runs under Microsoft Internet Information Services (IIS), not Apache. IIS also supports URL rewriting but the configuration is done in a Web.config file, not in a .htaccess file.
First, in WordPress settings, change the permalink to a custom structure without "index.php", such as:
/%year%/%monthnum%/%day%/%postname%/
Also make sure in WordPress Settings, General Settings section, the WordPress Address (URL) and Site Address (URL) are correct.
Next, using FTP, WebMatrix or other tool, create a Web.config file in your WordPress site's root directory:
<?xml version="1.0" encoding="utf-8" ?>
<configuration>
<system.webServer>
<rewrite>
<rules>
<rule name="Main Rule" stopProcessing="true">
<match url=".*" />
<conditions logicalGrouping="MatchAll">
<add input="{REQUEST_FILENAME}" matchType="IsFile" negate="true" />
<add input="{REQUEST_FILENAME}" matchType="IsDirectory" negate="true" />
</conditions>
<action type="Rewrite" url="index.php" />
</rule>
</rules>
</rewrite>
</system.webServer>
</configuration>
For a step-by-step tutorial refer to Pretty WordPress Permalinks on Azure. For additional information refer to Moving a WordPress Blog to Windows Azure – Part 4: Pretty Permalinks and URL Rewrite rules.
if your wordpress blog is configured as www.myblog.net then in your permalink you can not have /blog until and unless you have changed that in your wordpress settings. I think your permalink should look somethimng like http://www.myblog.net/index.php/The-Post-Name-Is-Here
Go to settings -> permalinks and either select one of the options from there. Or if you want custom url then type - /index.php/%postname%/ and save.