Robert Cain has part one of a two-part series on creating VMs in Azure using Powershell:
Creating a virtual machine is great, but it won’t be of much use unless it can communicate outside of itself. That’s where virtual networking comes in. To setup a virtual network, often abbreviated vnet, you need to accomplish three things. First is the creation of the virtual network itself. After the network is created, you need to define a security group for it. In essence, the security group defines a firewall. In the process of creating it, the PSAzure module automatically creates firewall rules that allow HTTP and RDP (Remote Desktop Protocol) traffic through the firewall. There are functions in PSAzure to create security groups at a lower level, allowing one to create alternate rules. This example will demonstrate the most common options.
The final step is to create a virtual NIC, or Network Interface Card. The NIC will form the bridge between the virtual network and the virtual machine, much like a physical network card allows a physical computer to connect to a real network. First off, a few variables are assigned. These will hold names for the security group, network and subnet names. The network addresses for the main network and subnet are also placed into into variables. Finally, a name is assigned to the NIC.
Check it out, especially if you build a lot of VMs in Azure.