I am trying to create a secret value using Azure Key Vault. I follow the tutorial from Microsoft located here ... https://azure.microsoft.com/en-us/documentation/articles/key-vault-get-started/
I managed to create a keystore using ...
New-AzureRmKeyVault -VaultName 'MyKeyVaultName' -ResourceGroupName 'MyResourceGroup' -Location 'West US'
I can also verify that it was created using ...
Get-AzureRmKeyVault
I can create a secret value using the following ...
$secretvalue = ConvertTo-SecureString 'Pa$$w0rd' -AsPlainText -Force
However, when I try to install the key ...
$secret = Set-AzureKeyVaultSecret -VaultName 'MyKeyVaultName' -Name 'SQLPassword' -SecretValue $secretvalue
I get an error
Set-AzureKeyVaultSecret : Operation "set" is not allowed
I thought I got all access to Key Vault by creating it? Do I need to add specific permissions?
Here is a screen capture of the error from powershell 
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