Hello again. In early February 2009 I did release the first round of Azure How-do-I-videos. Since launch a lot has changed. In particular the Migration to the Cloud has been a lot smoother. Today you can take a ASP.NET Application upload the database to SQL Azure, change the connection string and you are almost done.
See the 5-Minute Migration Videos and run your own app in the cloud using the free Windows Azure Test-Accounts available in Germany by simply writing an email to email@example.com
Also I highly recommend the Trainings provided in German that outline Migration of ASP.NET, Silverlight, Java, PHP Apps and discuss Security, SQL Azure, AppFabric
and ADFS in detail.