You shouldn't put them in the BIN folder for long, because if the node gets reimaged you may lose the files. It is better to put them into Windows Azure storage.
Copy the extra .jar for your UDF onto Windows Azure Storage Blobs... WASB.
You could make a "PigExtras" folder for example. Your source locations will vary, and your destination locations will be your container and account.
Upload via hadoop command line:
hadoop fs -copyFromLocal C:\files\MyUDF.jar wasb://container@account.blob.core.windows.net/PigExtras/MyUDF.jar
hadoop fs -copyFromLocal c:\apps\dist\pig-0.11.0.1.3.1.0-06\piggybank.jar wasb://container@account.blob.core.windows.net/PigExtras/piggybank.jar
You can upload in other methods as well, such as:
Through .Net code such as http://www.windowsazure.com/en-us/develop/net/how-to-guides/blob-storage/#upload-blob
Through command line tools like AzCopy. Get it at https://github.com/downloads/WindowsAzure/azure-sdk-downloads/AzCopy.zip AzCopy
Reference the .jar location in your Pig latin scripts. I believe a wildcard can be used to load all jars from a certain folder, but that may be inefficient if there are many in there.
REGISTER wasb:///PigExtras/*.jar; myset = load 'wasb://container@account.blob.core.windows.net/data/file.txt' using MyUDF(); dump myset