As others have stated, many errors can occur that cause this problem. I would suggest you read the sentence in the following post to start investigating your problem:
Webrole does not start and is always busy
Here is the connection string that you need to add to web.config to connect SQL Azure DB from an ASP.NET application.
<connectionStrings> <add name="SQLAzureConnection" connectionString="Data Source=<ProvideServerName>.database.windows.net;Initial Catalog=TestDb;User ID=<ProvideUserName>;Password=<ProvidePassword>;Encrypt=true;Trusted_Connection=false;" providerName="System.Data.SqlClient" /> </connectionStrings>
Avkashchauhan
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