I tested Azure a year ago and was very disappointed because your tutorials were never up-to-date and the portal was slow.
So I return after a year and altough the portal is a little bit quicker, the tutorials are still laughable and the instructions never line up with what I see in the portal.
I've spent an hour trying to find the Azure Online Backup feature, it should be in "Recovery Services" but of course there's no such thing in the portal I see at least. And this Windows Azure Online Backup Agent that you're talking about is nowhere to be found.
Oh well. I'll go with Acronis instead, this is so terribly bad I'll never look at this again.