Windows Azure supports two types of queue mechanisms : Windows Azure Queues and Service Bus Queues.
Windows Azure Queues, which are part of the Windows Azure storage infrastructure, feature a simple REST-based Get/Put/Peek interface, providing reliable, persistent messaging within and between services.
Service Bus Queues are part of a broader Windows Azure messaging infrastructure dead-letters queuing as well as publish/subscribe, Web service remoting, and integration patterns.
HTTP://WCFPRO.WORDPRESS.COM/2010/12/06/COMMUNICATION-IN-WINDOWS-AZURE/
HTTP://MSDN.MICROSOFT.COM/EN-US/LIBRARY/WINDOWSAZURE/HH767287.ASPX