I have two SQLSever instances, each of them have an identical schema. One is running in SQLAzure, the other is a standared SQLServer 2008 instance. I need to copy the data from the Azure database to my local instance.

Essentially I want to do this:

```
insert LOCAL_TABLE (col1, col2)
select col1, col2
from AZURE_TABLE

```

How would I do that?