Windows Phone Azure Toolkit: 'The Web Role was started in a wrong port'

One of the great things about Windows Phone is all of the samples that are out there.  And topping them all is the Windows Azure Toolkit for Windows Phone 7 .  The toolkit gives you everything you need to develop a Windows Phone application using Windows Azure. I will do a full post walkthrough of using the toolkit, but I thought I would post about one thing that seems to be tripping people...