Windows Azure Virtual Network became generally available in April 2013.
Virtual Networks allow you to establish a site to site VPN connection between your VPN device and Azure data center.
This make it possible to leverage Azure for data center extension, Dev/Test in cloud, and Innovation/Evaluation Lab scenarios.
I want to provide useful links for virtual networks.
List of Supported Devices and requirements for supported devices is listed here.
Virtual Network FAQ is another helpful resource you should review.