Hi Nayak,
Thank you for your comment, but I don't talk about domain.
I want a CDN to point to a folder in my application. The folder name is NOT CDN.
As I said in my first question, I'd love to make CDN point to http://foobar.cloudapp.net/assets .
We use Ruby on Rails on top of nginx on top of CentOS on top of azure. Our assets are in $app_root/public/assets, and if you access http://$myappname.cloudapp.net/assets/$asset_name, nginx should server an asset. I'd love to cache this asset on a CDN.
Currently, we deal with this issue by letting nginx rewrite request from /cdn/assets to /assets, but I'd love configure azure CDN to directory point to /assets.