Hi Gert,
I am not sure if there are any automated ways that would allow you to transfer your data from mysql / Excel to SQL Azure, however, hopefully I can help point you in the right direction to get some of this going yourself.
The first step would be to create a process that will export your data into a common format. Perhaps something like a tab delimited file. There are a ton of examples on the web on how to do this from MySQL and I think something like the OpenXML
SDK or with an OleDbConnection would work to get the data from Excel.
From there you could use the bulk copy utility to load the data from your file into SQL Azure. Here is an example:
http://blogs.msdn.com/b/sqlazure/archive/2010/05/21/10014019.aspx
If you are stuck on this, feel free to contact me directly at liam.cavanagh AT microsoft.com and I can try to help a little more.
Liam
Sr. Program Manager, SQL Azure and Sync Framework - http://msdn.microsoft.com/sync/