Download Azure VM to local Hyper-V

I am looking for a way to migrate my VM's off Azure so I can run them locally on my Win8, Hyper-V enabled machine. Is this possible? If so can someone point me to a tutorial or some reference for doing so? My research has not found a straight forward approach.

Thanks

Can you convert VHD to VHDX?

Use one of the following methods to convert between formats: Use the Hyper-V UI in Windows Server 2012, select to edit the VHDX or VHD file and choose to convert to either VHD or VHDX.

Yes, it's possible:

https://web.archive.org/web/20161205162932/https://www.opsgility.com/blog/windows-azure-powershell-reference-guide/uploading-and-downloading-vhds-to-windows-azure/

http://social.msdn.microsoft.com/Forums/windowsazure/en-us/ea159bb9-fd67-4248-b6f4-1b3904a63455/how-to-download-a-vhd-from-windows-azure-to-my-local-pc-?forum=WAVirtualMachinesforWindows

Just one information: you'll pay for each MB that you'll download.