Doug created the issue

Hey, I can't log into any of our azure accounts via CyberDuck on the OSX.

I found this thread on an MS forum

http://social.msdn.microsoft.com:80/Forums/en-US/windowsazureconnectivity/thread/fbda928d-8867-433d-84e9-eef68ce8fa26

Here's the basic idea "Client application fails to read the cookie information in the .rdp file which contain vital info required to route rdp traffic to appropriate service instance sitting behind loadbalancer.

You can use any opensource RDP client application and modify it accordingly. Unfortunatly this is only way out."