Are you looking for information on SQL Azure security, check out Security Resources for the Windows Azure Platform. This new topic in MSDN Library provides links to many of the articles, blogs, videos, and webcasts on Windows Azure Platform security authored by and presented by Microsoft experts (including this blog). You'll find content on security across the Windows Azure platform, including Windows Azure, SQL Azure, and Windows Azure AppFabric. The Windows Azure Platform Information Experience team plans to keep this page updated as new security content becomes available.
More Info on MSDN: Security for Windows Azure