The Azure MP makes no difference here. And not just that, the guide needed a bit extra attention as well in order to get the monitoring of your Windows Azure based applications correct.
Microsoft has acknowledged that and has published a new version of the guide related to that MP. On top of it all, Brian Wren has written about this MP in more detail.
- Want to know more about what Brian Wren has posted? Go here.
- Want to take a look at the newest version of the guide related to the Windows Azure Application Monitoring MP? Go here.
Hope this helps, since a much respected colleague of mine needed some time to get it all running. And he really knows his stuff.