Hi, I am a new user so apologies in advance if I am breaking any protocols. I have a VM instance running and now I want to connect to it. I found this tutorial quite useful in this regard: http://azure.microsoft.com/en-us/documentation/articles/virtual-machines-windows-tutorial/
However, now I want to connect to it and when I click on connect, it downloads an .rdp file that open in gedit on double clicking. Any help will be deeply appreciated.