Are you saying you're running your own DNS server? Did you look at the "DNS Server Requirements" documentation (http://msdn.microsoft.com/en-us/library/windowsazure/jj156088.aspx#bkmk_BYODNS)? The most significant requirement seems like DDNS.
Yes, I used these tutorials to set it up, but it provides no assistance. I simply can't route any traffic outbound from the server. It has the correct IP configuration for the virtual network, the correct DNS server and the correct default gateway.
I'm not running my own DNS server - I've created one in the Azure management. DNS requests time out, traffic can't be routed out (tracert gets no response from the default gateway).
I'd really like to get a decent VM setup, but it seems like there are still a few bugs being ironed out.
I think you're confused about how this works, but it could certainly be me who is confused. :-)
If you've specified in the management UI that you want to use a DNS server at a specific IP address, you have to be running a DNS server at that address.
In other words, I don't believe there is such a thing as "I've created [a DNS server] in the Azure management." I believe your options are to either you use Windows Azure's built-in name resolution or run your own DNS server.