Error Testing SQL Azure database connection

I'm trying to add a new SQL Azure datasource but am having an issue.
Testing the server connection is ok, but I get an error when trying to test the database connection:
Unable to connect to the database!
Invalid object name 'Connections'.
This is despite having been able to select the database from the list of databases on the server.
Does anyone have any ideas why this is happening, but more importantly how to fix it?