Have you ever wanted to connect to a SQL Azure Database from .Net and get a Access Denied error? The issue is you need to create a user to use in your connection strings.
--run on master DB
CREATE LOGIN myuser WITH password='mypassword';
--run on Application DB
CREATE USER myuser FROM LOGIN myuser;
exec sp_addrolemember db_datareader, myuser
exec sp_addrolemember db_datawriter, myuser
You cannot use the 'use' keyword, so you need to open a new query window for each database. Once complete, use this user / pass in your code and you can connect to the DB.