[This article was contributed by the SQL Azure team.]
SQL Azure Firewall provides users with security in the cloud, by allowing you to specify which computers have permission to access data. TechNet has released an interesting wiki article, describing SQL Azure Firewall and how to configure it using the Windows Azure Management Portal. Take a look at this article, and start optimizing your firewall settings.
If you have any questions or had a unique experience with SQL Azure firewall, or security in the cloud? Let me know by leaving a comment below.