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Setting up a WordPress site hosted on Windows Azure is easy and free, but you only get 20Mb of MySql data on the free plan.
Figure: Once you approach your 20Mb limit you will receive a warning that your database may be suspended
Figure: If you are serious about your blog and including content on it, you should configure a paid Azure Add-on to host your MySQL Database when you set it up
Figure: If you have already created your blog, navigate to your website within the Azure portal, select 'Linked Resources', select the line for the MySQL Database and click the 'Manage link'. This will open the ClearDb portal. Go to the Dashboard and click 'Upgrade'
References: John Papa: Tips for WordPress on Azure.