The below link demonstrates how to authenticate your requests
for the management service using C# and the System.Net and
System.Security.Cryptography.X509Certificates libraries.  Above
link contains a sample code which opens the local certificate
storenamed “My” and finds the certificate that matches the
thumbprint value. Then, it attaches the matching certificate to
the request by adding it to the ClientCertificates collection of
our HttpWebRequest object.             // This certificate would
have been previously added as a management cert within the
Windows Azure management portal.          string thumbPrint =
"your_certificate_thumbprint";             // Open the
certificate store for the current user.          X509Store
certStore = new X509Store(StoreName.My,
StoreLocation.LocalMachine);        // Find the certificate with
the specified thumbprint.                  certCollection =
certStore.Certificates.Find(X509FindType.FindByThumbprint,
thumbPrint, false);       // Close the certificate store.