Hi, I have a WP site hosted with Windows Azure in Reserved Mode with the domain http://www.eduardopalacios.ec and I got the same problem.
These instructions worked for me:
1. Install and activate the Core Control plugin
2. Now under Tools click Core Control
3. Tick ‘HTTP Access Module 1.0′ and click ‘Save Model Choices’
4. At the top of the page under the Core Control title click on ‘External HTTP Access’
5. Under ‘Manage Transports’ find ‘cURL’ and click ‘Disable Transport’
6. Now activate the Jetpack plugin with your WordPress.com account as well as associating / activating your Google Analytics plugin with your Google account if required
7. Once verified that the Jetpack plugin has activated successfully you can go back in Core Control and activate the cURL transport, the same way as you deactivated it. The Jetpack and Google Analytics will continue to work once cURL is activated again, it’s just an issue during activation.
I found it in http://www.tpateman.co.uk/reboot/error-activating-jetpack-plugin/