I have spent lot of time figuring out how to do this .Faced lot of errors like this.
filegroup reference and partitioning scheme is not supported in this version of sql server
Finally able to do it with the help of this blog
http://www.itwriting.com/blog/5993-moving-a-database-from-on-premise-to-sql-azure-some-hassle.html
Just use this option while generating scripts and run it against that database.You are done.It took me lot of hours actually days to figure this out.

filegroup reference and partitioning scheme is not supported in this version of sql server
Finally able to do it with the help of this blog
http://www.itwriting.com/blog/5993-moving-a-database-from-on-premise-to-sql-azure-some-hassle.html
Just use this option while generating scripts and run it against that database.You are done.It took me lot of hours actually days to figure this out.