At the December 13, 2012 meeting for Boston Azure Cloud User Group, I gave a short talk on how Digital Certificates work (cryptographically speaking).
The backstory is that Windows Azure uses certificates in a few different ways, and understanding the different types of certificate uses is key to understanding why these different ways of using and deploying certificates are the way they are.
The slide deck is here:
Sorting Out Digital Certificates – 13-Dec-2012 – Bill Wilder – Boston Azure