Workers in Windows Azure are not tasks; these are entire virtual machines. To make your life easier, keep this small detail in mind: Web role instances are Windows Server 2008 with IIS, and working roles are the same, but with IIS disabled.
When you added this worker role to your project, you actually got a new set of virtual machines (at least one, depending on the number of instances installed). These virtual machines have their own OnStart () and Run () methods, in which you can embed code, for bootstrapping.
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