Outbound Azure VM Internet Connectivity

Outbound Azure VM Internet Connectivity

I have a virtual network set up in Windows Azure that contains several
servers in an Active Directory domain. The domain computers are unable to
access the Internet.
However, the internet is directly accessible from the domain controller.
When I attempt to visit an external site from the other Windows Server
2008 R2 domain members, the page fails to load.
The following behavior is also observed on the domain members:
I can perform an nslookup on "google.com" and receive the proper IP
addresses from the DNS server.
I can access websites hosted by other machines within the virtual network
(and the same AD domain) via the browser.
When the server has the same IP address, subnet mask, and default gateway
set via DHCP (instead of statically), the internet connection works.
Based on above, I am ruling out a DNS or a Windows Firewall issue. The
browser also seems to be working fine also. But I am at a loss to
determine the issue.
Why is my VM unable to access the internet?