Read these.

http://blogs.msdn.com/b/jimoneil/archive/2010/09/19/windows-azure-companion-php-and-wordpress-in-azure.aspx

http://blogs.msdn.com/b/windows-azure-support/archive/2010/08/13/microsoft-cloud-computing-windows-azure-host-wordpress-on-windows-azure-host-wordpress-on-windows-azure.aspx

http://blogs.msdn.com/b/windows-azure-support/archive/2010/08/10/microsoft-cloud-computing-windows-azure-host-wordpress-on-windows-azure-using-sql-azure-and-windows-azure-storage-run-php-application-in-windows-azure.aspx