Visual Studio 2008 error creating Azure Web cloud service

I came across this error when trying to create a new web cloud service using Visual Studio 2008 after installing the latest Azure SDK

“Invalid URI: The format of the URI could not be determined”

A solution was available in this MSDN forum thread

http://social.msdn.microsoft.com/Forums/en-US/windowsazure/thread/38cd8401-311a-4d9f-aac9-7a1a6ed90345

I had to create a “Startup” folder on my machine as suggested

C:\Users\(user)\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\Startup

This not only fixed this problem but also fixed another problem that I had with VS2008. A month back VS2008 started showing this security warning even when creating new projects:

“This project has been customized and could present a security risk by executing custom build steps..”