Using the SQL Azure provider
The original ASP.NET SQL providers were built only to work with standard SQL Server and SQL Server Express. Some of the required capabilities of SQL Server that the ASP.NET SQL providers rely on are not available in SQL Azure. Some of the features that will not work are session state and the creation of the required tables through the ASPNET_REGSQL tool. There are some workarounds that can be found online, such as the updated SQL scripts for table creation at http://support.microsoft.com/kb/2006191. However, there is a better way to get this working.
Microsoft released a new provider called the ASP.NET Universal Providers, which resolves these issues. The universal providers will work with SQL compact, SQL Server Express, SQL Server, and SQL Azure. This makes development easier as the same provider will work against a local SQL Server on the machine of a developer, and can then work with the SQL Azure database with just a connection string modification. The...