Windows Azure Portal - The Windows Live Network is unavailable

If you see the below error while trying to login to Windows Azure Portal:
The Windows Live Network is unavailable from this site for one of the following reasons:

This site may be experiencing a problem
The site may not be a member of the Windows Live Network
You can:
You can sign in or sign up at other sites on the Windows Live Network, or try again later at this site.

The fix is to change the Privacy Settings in the browser from High to Medium High