Further to my article I posted last week, Over the weekend I read a nice article on 'Getting the Windows Azure PowerShell Cmdlets. It's over on Michael Collier's blog, and explains how to get the cmdlets. To do this, the article explains, you navigate to the Windows Azure downloads page, click the link to “Install” the cmdlet, and let the Web Platform Installer (WebPI) do its thing.
Once installed, you have the Azure module which has hundreds of PowerShell cmdlets. You can use these to access and manage most of the Azure services. I really need to sit down and spend a few days getting to grips with these cmdlets!