If you find a situation, where you will have to share the RDP access with someone else, in this case you can do the following to share your VM Access:
1. Go to Windows Azure Management Portal and in the Remote Access toolbar please select "Configure".
2. Now change the user name and password (This way you can keep your original and personal password with you and this will become temporary password for time being)
3. After it, please select the "Connect" option from Remote Access Toolbar and when you were asked to save the .RDP file...
4. Please save the RDP access file on your local machine and finally, zip this .RDP file and share with anyone and pass your temporary credentials by email or verbally or whatever you found secure for you.
5. Once the other person work is completed in your virtual machine, please follow the above step #2 and generate new username and password to disable temporary credentials.