If you already have Windows Azure Active Directory (AD) tenant or if you are a new customer and create an Azure subscriptions using an Windows Azure AD tenant, you can access the following three new features to more securely and efficiently manage access to Windows Azure.
Manage users and their access rights in the Windows Azure Portal.
Try out a preview of our new phone based two factor authentication for users who are Global Administrators in Windows Azure AD.
Manage the synchronization and federation between your Windows Azure Active Directory and your Windows Server Active Directory from within the Windows Azure Portal.

This is another step in our continuing effort to bring a set of secure, enterprise grade identity and access management capabilities to Windows Azure.

Read and check the video here http://blogs.msdn.com/b/windowsazure/archive/2013/03/04/more-identity-and-access-management-improvements-in-windows-azure.aspx