Transfer Files to Windows Azure Virtual Machine

Hello - 

I am trying out the platform. I have set up a Windows Server 2012 virtual machine in Windows Azure and need to transfer some set up files to install SQL Server and other software on the VM.

First, I tried to use remote desktop to transfer files. It was quite slow. I then set up FTP Publishing Service and used FileZilla Client. It was slow too. What is the average speed to transfer files to a mid-size VM located in the same time zone as my workplace? Did I miss anything when configuring VM and setting up FTP Service? 

Any advice is highly appreciated.

Thanks,

Chunlei