Cannot connect to SQL Azure

Hello,
I have tried everything I could think of and still did not manage to connect to SQL Azure server instance I have created.
1) Using the SQL Server Management Studio 2008 R2 -
    I get: "A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. ...."
    I have the 1433 port allowed by my firewall (even placed a machine in the DMZ) and I have added my IP address to the SQL Azure firewall.
2) Using this app: https://onlinedemo.cerebrata.com/SQLAzureClient/default.aspx
   I get "Unable to retrieve the list of databases...."
   Now, in this case enabling the TCP port 1433 from my network is not even required as I this tools connects directly to SQL Azure. And yes, I have added the firewall rule on my SQL Azure Server.
3) Using this tool: http://hanssens.org/tools/sqlazuremanager/
   I get a message similar to what I get at 1)
The only thing that works is the "Test Connection" performed on SQL Azure site.
Can someone please help?
Regards,
Luc

I cannot connect either using that Omega tool but I have no problem from SSMS R2.
Let's try something simple: connecting from Project Houston:
Check "Allow Microsoft Services access to this database"
Go to http://sqlazurelabs.com. Click Project Houston CTP 1 on left.
When asked for data center, click the one where your db is deployed.
Agree to terms
Enter full database name - somename.database.windows.net -
along with database name, username, and password. Note: if you didn't allow Microsoft Services access to your database, you'll get an error
You should now be connected to your database.
If that worked, at least you know your database is up and running correctly. Now try connecting from SSMS R2. The parameters should be identical,
except you don't have to specify which database to connect to.

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