How do I verify my VM is running properly when I can't RDP?

I have uploaded a vhd that is running fine in Hyper-V.  Azure shows it is running, but I can RDP to it.  We have site-to-site VPN and I can RDP and ping other VMs we have uploaded, but not this one particular VM.  I have run the  (New-Object System.Net.Sockets.TcpClient("137.x.x.x",5940)).client.connected command and it times out.  I have changed the VM size to reset the network connection and still no luck.  Any other ways of accessing the VM or checking that it is running properly?

Thanks,  Lloyd