The Answer to this question is in Windows Azure Security certificates play a key role. There are two different types of certificates which can secure your application/services: “Service Certificate-SSL” and “Management Certificates”.
For installing in Local machine follow these steps:-
1) Double click the certificate “xxxxx.cer”.
2) Click on Install Certificate Button.
3) Press Next.
4) In Certificate Store, select “Place all certificates in the following store” radio button.
5) Select the “Personal” store after clicking Browse button.
6) Press Next button and install the certificate
You can verify the same by “Cert.msc” command.
Azure Installation:
After installing the certificate in local machine now we have to install in the Window azure portal.
For installing in Azure Management Portal follow these steps:-
1) Navigate to Azure Portal http://www.windowsazure.com/en-us/ .
2) Login with your Live ID credentials which is having the azure subscription.
3) Go to Setting Tab
4) Click on Upload Button.
5) Upload the same certificate to the Portal.
Now you are done with installing the certificate step. So now you are not going to get any certificate issues while accessing windows azure.