You may have some files in your web project that are using non-standard extensions.  For example, you may have a spell-check dictionary file with a .dic extension.  Azure uses a Web Application project for the web role, and unlike a website project, the web application project publishes files using a different mechanism.  The web application project uses build actions to publish files, and there are default build actions for most normal file types in the project, but the default build action for an unknown file type is 'no action'.  This means that when the website is built and packaged, those files with an action of 'no action' do not get included in the output directory.  The good news is that you can change the action to 'content' to have any file included in the package that is using an extension that is not recognized.  I recommend that you open the properties window, then select a file you are having problems with.  You can even multi-select files and change their build action to 'content' at the same time.  This technique will ensure that your file gets included in the output, but it doesn't do anything to a file to make it run on the server.  If Azure doesn't support your file type, you won't be able to change that fact - but you can definately get your custom dictionaries included in your deployment.