I\'m new to Azure and have set up an Asure web site which will connect to a SOLR instance on an Azure VM. The web site cannot communicate with SOLR (port 8080) unless I crea
if you are talking about Windows Azure Websites, I am not sure if this can be done but if you are talking about Web roles in Windows Azure Cloud service, here is something that I hope it can be beneficial.
Connect ASP.NET application to SQL Server in Windows Azure via Virtual Network http://msdn.microsoft.com/en-us/library/windowsazure/jj823135.aspx
you might also would like to have a look on this http://www.windowsazure.com/en-us/services/virtual-network/ I don't think you will need it but I am just sharing it with you, it is for WIndows Azure Virtual Network.
let me know if this solved your problems or if you need anything else.
As @hhaggan stated, you cannot create a virtual network connection, or secure an endpoint, from Web Sites to a Virtual Machine. One option to consider is the use of SSL+certificate to secure the endpoint.
If you instead deploy your web application to a web role (in a cloud service) or a virtual machine, you can then take advantage of a brand new feature called Endpoint ACL. In essence, you can whitelist / blacklist a set of IP address ranges that may access your SOLR external endpoint. You can read about ACL'd endpoints, and how to configure them, here.
Now: You might be asking yourself why this doesn't work with Web Sites. That's because Web Sites runs on a server farm, and sites don't get unique IP addresses (unlike Cloud Services).