Reset password on WordPress deployed to Azure
Actually you could use SMTP on WordPress in Azure by adding a plugin for configure the SMTP service. These are two of the plugins you can find. Personally i have tested configure-smtp and is working very well. Give a try to it and leave feedback.
If all you need is access to your wordpress administration - so that you can install additional plugins that will give you the option you lack then you can update your password dirctly in the database.
see this codex page:
http://codex.wordpress.org/Resetting_Your_Password#Through_MySQL_Command_Line
Starting with MySQL version 5.x you can also run this command:
"UPDATE (name-of-table-you-found) SET user_pass = MD5('"(new-password)"') WHERE ID = (id#-of-account-you-are-reseting-password-for);" (actually changes the password)
also this page has some info about azure and sending e-mails:
How can i send an Email using PHP at windows Azure?