Cannot connect to SQL Azure Database

When connecting to a SQL Azure Database using SQL Server Enterprise Manager you will get a “Cannot connect” error if you have not configured the SQL Azure firewall to let your IP address through.

To configure the firewall, log into the Windows Azure portal at http://windows.azure.com and then select the SQL Azure tab on the left navigation:

And then choose the project you are connecting to.  This will bring you to the Server Administration panel where you can select the Firewall Settings tab.

Click the Add Rule button to add your IP address (or range) into the SQL Azure Firewall.  A couple of minutes later you should be able to connect to your SQL Server Instance.

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TITLE: Connect to Server
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Cannot connect to XXXXXXX.database.windows.net.
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ADDITIONAL INFORMATION:
Cannot open server 'XXXXXXX' requested by the login. Client with IP address 'XXX.XXX.XXX.XXX' is not allowed to access the server.  To enable access, use the SQL Azure Portal or run sp_set_firewall_rule on the master database to create a firewall rule for this IP address or address range.  It may take up to five minutes for this change to take effect.
Login failed for user 'XXXXXXX'. (Microsoft SQL Server, Error: 40615)
For help, click: http://go.microsoft.com/fwlink?ProdName=Microsoft+SQL+Server&EvtSrc=MSSQLServer&EvtID=40615&LinkId=20476