If you publish your endpoint on the Internet using the Windows Azure load balancer, there are no options for defining Azure firewall rules.
But you can provide access to virtual machines created using Windows Azures Infrastructure technology as a service (IaaS) or its platform as a service (PaaS) using the Windows Azure virtual network service.
The Windows Azure Virtual Network allows you to create a logical boundary around a group of virtual machines, called a virtual network or VNET, in a Windows Azure data center. It then allows you to establish an IPsec connection between this VNET and the local network.
For more information, see Networking , Windows Azure Networking , Windows Azure Virtual Network , Create a Virtual Network for Crosstalk Communications , Create a Virtual Network in Windows Azure .
About the cost of this service: The Windows Azure virtual network is currently (February 2013) available in preview for free. When the service becomes publicly available, you will pay if you create a hardware VPN connection between the virtual network (VNET) and your VPN gateway. A fee for each hour will be provided and available for VPN connection (the so-called "VPN connection hour"). All data transmitted over the VPN connection is paid by the standard Window Azures data transfer rates. You can use the price calculator for modeling.
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