Debugging problems with HTTP based connectivity on NetMF clients can be a bit awkward, particularly if the server side application is Azure based. You can debug an Azure application locally and call if from a NetMF device attached to you local network with a couple of hacks….

First configure fiddler to accept connections from remote clients and note down the port number

Connections Tab

On the device change the request URL to be a machine local one (cut n paste from the browser) for debugging using the Azure emulator or cloud one

private const string CloudServerUrl = @"http://127.0.0.1:81/positionUpdate.aspx";
or
private const string CloudServerUrl = @"http://myapplication.cloudapp.net/PositionUpdate.aspx";

Then setup the NetMF HTTP request proxy endpoint to be Fiddler

request.Headers.Add("x-DeviceMacAddress", DeviceMacAddress());
request.Headers.Add("x-3DFix", Gps.Fix3D.ToString());
request.Headers.Add("x-GPSTime", Gps.GPSTime.ToString("yyyy MM dd hh:mm:ss"));
request.Headers.Add("x-Latitude", Gps.Latitude.ToString("F6"));
request.Headers.Add("x-Longitude", Gps.Longitude.ToString("F6"));
request.Headers.Add("x-HDoP", Gps.hDop.ToString("F2"));
request.Headers.Add("x-Altitude", Gps.Altitude.ToString("F1"));
request.ContentLength = 0;

using (HttpWebResponse response = (HttpWebResponse)request.GetResponse())
{
Debug.Print(" HTTP Status:" + response.StatusDescription);
if (response.StatusCode != HttpStatusCode.OK)
{
....
}
}

Then you should be able to see the requests & responses in Fiddler

POST http://127.0.0.1:81/positionUpdate.aspx HTTP/1.1
x-DeviceMacAddress: 5C-86-4A-00-3E-6B
x-3DFix: True
x-GPSTime: 2013 01 09 08:31:32
x-Latitude: -43.XXXX
x-Longitude: 172.XXXX
x-HDoP: 1.21
x-Altitude: 1.6
Content-Length: 0
Connection: Keep-Alive
Host: 127.0.0.1:81

HTTP/1.1 200 OK
Cache-Control: private
Content-Type: text/html; charset=utf-8
Server: Microsoft-IIS/7.5
X-AspNet-Version: 4.0.30319
X-Powered-By: ASP.NET
Date: Wed, 09 Jan 2013 08:31:32 GMT
Content-Length: 17