Windows Azure Platform Management Portal allows you to manage all your Azure platform resources from a single location — including SQL Azure database. One of the nuances of using the Portal, is that you need to set the pop-up blocker in IE to accept pop-up in this site so that the database manager could be launched.
The database manager is activated when you click Manage button a new window (or tab) is opened for the database manager to start administration of your SQL Azure database.
By default, IE displays pop-ups that appear as a result of you clicking a link or button. Pop-up Blocker blocks pop-ups that’re displayed automatically (without you clicking a link or button). If you want to allow a specific website to display automatic pop-ups, follow these steps: