According to this http://blogs.msdn.com/b/bigdatasupport/archive/2013/11/21/getting-started-with-hdinsight-powershell-tools-and-sdk.aspx I hadn't imported the azure publish settings file.
Getting Azure Management certificate via Publishsettings file:
On each workstation you plan to use the HDInsight SDK (PowerShell or .Net SDK), you can use the following steps to obtain an Azure management certificate-
- Sign in to the Windows Azure Management Portal using the credentials for your Windows Azure account.
Once the logon to Azure is complete and Portal is open, run the Windows Azure PowerShell command to get the settings file –
Get-AzurePublishSettingsFile
The Get-AzurePublishSettingsFile cmdlet opens a web page on the [Windows Azure Management Portal] from which you can download the subscription information. The information is contained in a .publishsettings file.
Import the Azure settings file to be used by Windows Azure cmdlets, by running the cmdlet –
Import-AzurePublishSettingsFile '<Folder>\YourSubscriptionName-DownlodDate-credentials.publishsettings'
Here,
'<Folder>\YourSubscriptionName-DownlodDate-credentials.publishsettings'
is the file you saved in step 2 on your workstation.
Import-AzurePublishSettingsFile cmdlet does two things -
It parses this AzurePublishSettingsFile XML file, reads the certificate data and installs that certificate in your local certificate store (usually Current User/Personal) -The certificate has 'Windows Azure Tools' as 'Issued to' and 'Issued By'.
It create a file called 'WindowsAzureProfile.xml' under the folder 'C:\Users\userName\AppData\Roaming\Windows Azure PowerShell' - The file contains Subscription Name, SubscriptionId and Azure certificate Thumbprint etc.
So now you know.