I saw and article about how to use Azure Backup to backup Azure Virtual Machines at http://windowsitpro.com/azure/use-azure-iaas-backup-capability.
I followed the steps. I wasn’t able to register the server because it was stopped but the registration went fine once it was running.
But, then I noticed the default was GEO Redundant storage but it couldn’t be changed once items had been registered. So, I tried to unregister the VM but it failed because the VM was stopped. So, turned it on and repeated the step. It failed. I figured I had to stop the protection first and then unregister. That worked. But, still not able to change the storage replication type. So, I just deleted the vault and started over.
I created the vault and then the next step was to set the replication to “locally redundant”. I then discovered the items to register. I registered the VM. I then protected the VM with the weekly backup schedule with 14 day retention. Finally, I did a Backup Now command and the backup finished.
Once that was done, I stopped the VM.