If you expand the "Roles" node, you'll see the name of the project that your worker role is related.
Here's a sample. I've just created a cloud project with a worker role. As you can see, I didn't set the name.
WindowsAzure2 is my cloud project, WorkerRole1 is my WorkerRole project.
Let's say that I want to rename the worker role project:
Check that under the "Roles" node, there's a "warning" flag. It's because I renamed the worker role project, but the cloud project didn't get this.
If I'll try to compile, I get a error on my "ServiceConfiguration.Local.cscfg" file. Check the node:
<Role name="WorkerRole1">
<Instances count="1" />
<ConfigurationSettings>
<Setting name="Microsoft.WindowsAzure.Plugins.Diagnostics.ConnectionString" value="UseDevelopmentStorage=true" />
</ConfigurationSettings>
</Role>
It still looking for my "WorkerRole1" project. Just change the Role name, and it will work:
<Role name="WorkerRoleRenamed">
<Instances count="1" />
<ConfigurationSettings>
<Setting name="Microsoft.WindowsAzure.Plugins.Diagnostics.ConnectionString" value="UseDevelopmentStorage=true" />
</ConfigurationSettings>
</Role>