New technical content is now available that explains how to use Windows Azure diagnostics configuration file in applications. This file must be used when your application contains startup tasks that perform diagnostics operations that are not included in the default operations, or when you use the VM role type, which does not support startup tasks or the OnStart method. You can define all of the same diagnostics settings as can be set by using the Windows Azure Diagnostics API's.
See Using the Windows Azure Diagnostics Configuration File for information about creating and installing the diagnostics configuration file.
See Windows Azure Diagnostics Configuration Schema for an element-by-element breakdown of how the diagnostics configuration file is structured.