Adding route to route table for virtualappliance

I'm currently trying to follow the new 'how to' guide on Azure for adding routes to the route table in order for my VM's to send traffic towards a virtual appliance.

azure.microsoft.com/nl-nl/documentation/articles/virtual-networks-udr-how-to/

When adding a route to the route table the following commands should be used: 

Set-AzureRoute-RouteTableNameFrontEndSubnetRouteTable`
-RouteName FirewallRoute -AddressPrefix 10.2.0.0/16 `-NextHopTypeVirtualAppliance`
-NextHopIpAddress 10.1.1.10

The problem I'm facing is that whenever i try to pull this off I get the Error 'Set-AzureRoute : BadRequest: The next hop type VirtualAppliance is not supported yet. Please use next hop type VPNGateway.'

The Error seems kinda self-explanatory but according to the Azure websites this should have been supported for about 2 to 3 weeks.

 Is there anything I'm doing wrong? Hope you guys can help me out.