The Windows Azure team announced last friday new capabilities for cross-premises connectivity between Windows Azure and your on-premises, including the support of software VPN devices to create Site-to-Site VPN connections. With this new capabilitiy now you can use a plain Windows Server 2012 with RRAS (Routing and Remote Access) enabled to create the VPN connection with your Windows Azure Virtual Network instead of use a hardware VPN device (you can also use a hardware VPN device is you prefer it).
Image: Simple Cross-premises connectivity using software VPN device.
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