Today’s (Cloud) Tip…What Windows roles can I run in IaaS?
http://support.microsoft.com/kb/2721672 lists the Windows Server roles supported and not supported in Windows Azure. Just like the supported applications list, this list changes rapidly, so be sure to check back frequently!
Windows Server Roles
Windows Server 2008 R2 and later versions are supported for the following roles. This list will be updated as new roles are confirmed:
The following roles are not supported on Windows Azure Virtual Machines:
Windows Server Features
Notable features that are not supported: