First Windows VM created -- login gives "Your credentials did not work"

I am a total newb to Azure but I did create a Windows Server 2012 R2 VM successfully. When I tried to connect (through the *.rdp shortcut) the account shown in the dialog box is the one I used to create the VM but my username\password login is not accepted.  Any ideas? (The username\password is that of my MSDN account and it has access to the Azure portal.)

TIA,

edm2

P.S. And no my caps lock is not on );