Using QueueClient.OnMessage in an azure worker role

Following is a code sample for this:

using Microsoft.ServiceBus;using Microsoft.ServiceBus.Messaging;using Microsoft.WindowsAzure.ServiceRuntime;using System.Diagnostics;using System.Net;using System.Threading;namespace WorkerRoleWithSBQueue1{    public class WorkerRole : RoleEntryPoint    {        // The name of your queue        const string QueueName = "demoapp";        ManualResetEvent CompletedEvent = new ManualResetEvent(false);        // QueueClient is thread-safe. Recommended that you cache         // rather than recreating it on every request        QueueClient Client;        public override void Run()        {            OnMessageOptions options = new OnMessageOptions();            options.AutoComplete = true; // Indicates if the message-pump should call complete on messages after the callback has completed processing.            options.MaxConcurrentCalls = 1; // Indicates the maximum number of concurrent calls to the callback the pump should initiate             options.ExceptionReceived += LogErrors; // Allows users to get notified of any errors encountered by the message pump            Trace.WriteLine("Starting processing of messages");            // Start receiveing messages            Client.OnMessage((receivedMessage) => // Initiates the message pump and callback is invoked for each message that is recieved, calling close on the client will stop the pump.                {                    try                    {                        // Process the message                        Trace.WriteLine("Processing Service Bus message: " + receivedMessage.SequenceNumber.ToString());                    }                    catch                    {                        // Handle any message processing specific exceptions here                    }                }, options);            CompletedEvent.WaitOne();        }        private void LogErrors(object sender, ExceptionReceivedEventArgs e)        {            if (e.Exception != null)            {                Trace.WriteLine("Error: " + e.Exception.Message);            }        }        public override bool OnStart()        {            // Set the maximum number of concurrent connections             ServicePointManager.DefaultConnectionLimit = 12;            // Create the queue if it does not exist already            Trace.WriteLine("Creating Queue");            string connectionString = "*** provide your connection string here***";            var namespaceManager = NamespaceManager.CreateFromConnectionString(connectionString);            if (!namespaceManager.QueueExists(QueueName))            {                namespaceManager.CreateQueue(QueueName);            }            // Initialize the connection to Service Bus Queue            Client = QueueClient.CreateFromConnectionString(connectionString, QueueName);                    Trace.WriteLine("Sending messages...");            // populate some messages            for (int ctr = 0; ctr < 10; ctr++)            {                Client.Send(new BrokeredMessage());            }                    return base.OnStart();        }        public override void OnStop()        {            // Close the connection to Service Bus Queue            Client.Close();            CompletedEvent.Set(); // complete the Run function            base.OnStop();        }    }}