First of all, sorry for the late answer, I hadn't turn on the discussion notifications :P
If the upload process ends successfully, you should be welcome with the DNN example homepage. If you are seeying the install wizard, the most probable reason is that the web application can't connect to the SQL Azure database (it should fail on the configuring
the Database step). If this is true, be sure of:
1) Check that in the firewall rule settings you have allowed "MicrosoftServices" to connect with the SQL Azure Server (there is a checkbox on the Server information screen "Allow other Windows Azure services to access this server)
2) You should add another firewall rule to open the access to the SQL Azure server from your current IP. After adding it, open Microsoft SQL Server Management Studio (2008 R2) and try to connect to the server with the credentials that you are using in the
DNN Wizard. More detailed information of the error should appear.
Hope this helps