Read the original article at CodeProject
If you are familiar with performance counter in windows you probably know
that there are hundreds of performance counters divided into logical categories,
all serving the purpose of monitoring the operation system, application or
service in Windows.
Windows operation system provides a great handy application (which I am sure
you must have used or heard of)
named perfmon.exe (Start->Run->perfmon).
You can still use perfmon in you Windows Azure environment to monitor a role
instance (by remote desktop a.k.a RDP to the role instance. Additional
information is available here
and here).