'URL' is not a recognized Device Type option.

Problem:

When I try to do "SQL Server Backup and Restore to Windows Azure Blob Storage Service" as that in http://msdn.microsoft.com/en-us/library/454c8296-64e9-46ed-b141-5ebfbc8a4fe2, by running the code below:

BACKUP DATABASE AdventureWorks2012 TO URL='http://cxu.blob.core.windows.net/cxu/AdventureWorks2012.bak'
WITH CREDENTIAL = 'mycredential';
GO


I got the error message:

Msg 155, Level 15, State 1, Line 1
'URL' is not a recognized Device Type option.

Reason: 

I have SQL Server 2012 SP1 (11.0.3128.0), lower than the required SP1 CU2 (11.0.3339.0) .

Solution: 

Download CU2, install it. Then the code works.