A short video on using Static IP addresses in Windows Azure IaaS! Have a FAQ on it as well at http://windowsitpro.com/windows-azure/set-azure-vm-static-ip-address.
In the 20 minute video below I walk through creating a virtual network in Windows Azure then enable a site-to-site gateway to the on premise network using Windows RRAS as the local VPN end point. Very easy configuration. Available at http://youtu.be/O8wUnt4mDUc and below.