By default, on SQL Azure SQL Database, the catalog collation is SQL_Latin1_General_CP1_CI_AS. There does not seem to be a way to change the catalog collation.
One way is to create a new database:
CREATE DATABASE NewDB COLLATE Latin1_General_CI_AS WITH CATALOG_COLLATION = database_default
This will give you the same collation for data and metadata.
If you don't want to do this and copy data over, you can use the COLLATE clause as suggested by Viorel, although this variation may be better:
WHERE myColumn IN (SELECT name COLLATE database_default FROM sys.,tables)