Finally got around to installing HDInsight on a new Windows Server 2012 environment on my laptop. In case you have not been following the news HDInsight is Microsoft’s answer to the Big Data problem. It has been in preview mode online through http://www.hadooponazure.com and available for download on the SQL Server site. This last week Microsoft announced that the HadoopOnAzure site was going to be formally added to the offerings available on Azure.
Current training for HDInsight is available through the HortonWorks website. As soon as I find MS training I will post a link.
Introduction To Windows Azure HDInsight Service
Installation of HDInsight is extremely easy through the Web Platform Installer. Just search for Hadoop or HDInsight. (Technet install guide)
After a complete installation you will have the following links on your desktop
Getting Started with HDInsight
Rather than repost here is a 5 part series just released on HDInsight.