Being Developer, Administrator or simply Support for an Azure SQL Database based Application, there are those moments when the Azure-provided Dashboard-capabilities are not sufficient and you need to conduct a throughout trace of certain statements occurring.
This is the first time that I am tackling Microsoft Azure in an article. (Microsoft.com: What is Microsoft Azure?) A plethora of services is provided by Microsoft Azure by now, of which the hosting of virtual machines running on an SQL Server service is one. This is what we call IaaS (Infrastructure as a Service).