Usually you'll be looking at one of two scenarios. You're going to be accessing the WASD database from a web page, also residing in Azure. There you don't have to sweat the firewall rules all the time, so you'll only have to worry about it for administrative connections. Or, you have fixed IP address for particular machines that will be connecting to the WASD database.

If neither of these is true, you have choices, keep assigning connectivity on an ad hoc basis, assign a range if possible IP addresses from your IP stack, assign the entire possible IP address range.