I’m currently involved in writing up the Cloud Attach series of blogs with my MVP buddy Niall Brady over at windows-noob.com.
In that series we showed you how to get up and running with a cloud management gateway. When we wrote the blog posts we couldn’t tap into using the virtual machine scale-set CMG introduced in ConfigMgr 2010.
Think of this blog post as a companion piece. I won’t show you how to build the CMG but these are the things you will need to consider if you are going to go with virtual machine scale set.
First up, you’ll need to register Microsoft.KeyVault, Microsoft.Compute and Microsoft.Network. In the Cloud Attach series we only registered Microsoft.ClassicCompute & Microsoft.Storage (see Step 1). So head over to the Azure Portal, go to Subscriptions, select your subscription, and choose Resource Providers in the Settings section and register them.
Next, you’ll need to create a CNAME to map the service name to the deployment name. Forthe classic cloud service this would map your external name to <YourCMGname>.cloudapp.net, this has changed for the virtual machine scale-set deployment.
Now we need to map to the region your CMG will be deployed to plus cloudapp.azure.com. You’ll be given some details on this when you run through the CMG wizard, but as an example I will need to map – memcmggateway.sccmsolutions.co.uk to memcmggateway.eastus.cloudapp.azure.com with my external DNS provider as a CNAME record.
A quick check at DNSChecker.org shows this record has populated.
Installing the Virtual Machine Scale Set
When running the CMG wizard, you’ll notice some new choices are available to you if you’re familiar with deploying the classic cloud service. There’s a choice between Virtual machine scale set and Cloud service (classic). Obviously I need to choose the former here.
On the Settings page, you can see the full name for the deployment name with the memcmggateway.eastus.cloudapp.azure.com address mentioned earlier (needed for the CNAME). If I change Region from the drop down, then this will update the deployment name details.
Also note that I can choose a different VM size from a drop down list.
Everything else can be followed in the Cloud Attach blog post to get your CMG up and running.
SCCMentor - Paul Winstanley 
Newbie question here, is the above image of the CNAME from within Azure your from your DNS registrar? I’m having problems deciphering what DNS entries I actually need to make and where. I’m flying a little blind here as I have to ask someone else within our company to make all these changes as my MECM team doesn’t have rights to do so yet. Thanks for your help.
Disregard my previous question. Reading comprehension. I get it now.