An alternative is to use the Azure Accelerator for Umbraco by Microsoft:
23 steps to success: (be patient and follow exactly)
1. Install umbraco 4.5 locally on sqlexpress
2. Open SQL Management Studio 2008 RC2
3. Add primary key to umbracoUserLogins table (contextID, userID) (SQL Azure requires clustered indexes)
4. Right-click on umbraco database
5. Select Tasks >> Extract Data-tier Application...
6. Save and note location of .dacpac file
7. Right-click on umbraco database
8. Select Tasks >> Generate Scripts...
9. Select only tables
10. Click Next then click Advanced
11. Find "Types of data to script" and select "Data Only" (Make sure you select the SQL Azure Database on the Script for the dabase engine type option)
12. Click Ok.. (Note .sql file save location)
13. Click Next.. Next
14. Connect to your SQL Azure database in Management Studio
15. Right-click server node
16. Select Tasks >> Deploy Data-tier Application..
17. Select previously saved .dacpac file
18. After deployment, select new database (CLICK IT)
19. Select from menu, File >> Open >> File...
20. Select previously saved .sql file
21. Make sure new database is selected in available database drop-down
22. Click 'Execute' to add data to new database
23. Edit your web.config to point to the SQL Azure database
You should now be able to login to umbraco without running an installation!
Enjoy your new Umbraco on SQL Azure!!!