Blacknight
Navigate to your Blacknight Home page and click on registered Domains link in bottom right of page.
Choose the Manage DNS link:
Choose DNS Tab
Choose DNS Records Menu item
Existing A Records:
A couple of A records will already exist, these cannot be removed but they can be deactivated, so do this.
CNAMEs:
You will need to enter 2 CNAME records and one A record.
They are as follows:
1) Domain: www
Canonical name: yoursitename.azurewebsites.net. (note dot at end)
2) Domain: awverify
Canonical name: awverify.yourseitename.azurewebsites.net.
New A Record:
Domain: Leave empty
IP Address: Use IP Address that appears at bottom of manage custom domains on your azure management console N.B. You will not see the ‘Manage Domains’ button unless you first scale the site to ‘Shared’ Mode.
Azure
Once Blacknight is set up, navigate to your Azure Dashboard.
Navigate to your Manage Custom Domains Area.
Enter in two new entries. One with www and one without. You should get green ticks after entering names. If you don’t then wait a while as it can take a little while for the new DNS records to propagate.
This worked for me anyways as of July 6th 2013. I found the instructions on the Azure site on how to do this really complicated and just plain wrong, so I hope this helps all you Azure Blacknight users out there.