Azure Remote Desktop: "An error occurred while loading from file *.rdp"

Tonight I deployed a new cloud service where I needed remote desktop to check on some things. After opening the connection via the Azure Management Portal the following error showed up:

https://social.msdn.microsoft.com/Forums/azure/en-US/84d8df56-1e2e-490d-a293-21a5fbc5b772/error-on-remove-access-connect?forum=windowsazuremanagement

In this thread Allen Chen stated that you had to rename the role instance to something less than 28 characters. After I made it shorter and yes… Remote Desktop worked!