When configuring an Azure Virtual Network one of the most common things you'll want to do is setup a Point-to-Site VPN so that you can actually get to your servers to manage and maintain them. Azure Point-to-Site VPNs use client certificates to secure connections which can be quite complicated to configure so Microsoft has gone the extra mile to make it easy for you to configure and get setup – sadly at the cost of losing the ability to connect through the command line or through PowerShell – Let's change that.