Процедура лечения:
Во время установки укажите путь к ключам.

Для работы под Windows 8 / Server 2012:
You can make it work in Windows 8 just be going into the registry and removing the dependency for the non-existent protected storage service. I think this was the method I used (just found this by google)

I'm having problems using the Disk Management bit - not sure if this is a Windows 8 problem or not, but at least I can perform backups.
Browse to HKLM\SYSTEM\CurrentControlSet\Services\MMS

Double Click the DependOnService key and remove just the entry for "Protected Storage".