New Relic's .NET agent supports a range of .NET applications, including Windows Azure. Installation procedures vary, depending on the scale of your application environment; for example, Cloud Services, Web Sites, etc.
New Relic has partnered with Microsoft to provide discounted pricing when you sign up through the Windows Azure Store. For specific pricing details, go to the New Relic add-ons section in the Azure Store.
Note: If you install the .NET agent for your Windows Azure app directly from New Relic's website rather than through the Windows Azure Store, the special pricing offer does not apply.
Follow the procedures for your specific Windows Azure installation:
Additional documentation resources include New Relic for .NET (compatibility and requirements, license key, etc.).
If you need additional help, get support at support.newrelic.com.