Not too long ago Chris, Jason, and myself did a handful of videos with the folks over in the Microsoft SDL and Azure teams on applying the SDL to various phases of the software development process.

Give them a watch!

Microsoft SDL Requirements Phase: Security Practices
http://technet.microsoft.com/en-us/edge/Gg520839

Applying Microsoft SDL Requirements Practices within Windows Azure
http://technet.microsoft.com/en-us/edge/Video/gg482149

Microsoft SDL Release Phase: Security Practices
http://technet.microsoft.com/en-us/edge/video/gg583895

Applying Microsoft SDL Release Practices within Windows Azure
http://technet.microsoft.com/en-US/edge/Gg583898