JSI Tip 6999. Peer-to-Peer framework APIs return a 'PEER_E_NO_KEY_ACCESS' error message?

Microsoft Knowledge Base Article 817754 contains the following SYMPTOMS:

When you use the Advanced Networking Pack for Windows XP and the optional Windows XP Peer-to-Peer Networking Component, you may receive the following error message from a peer-to-peer grouping or from the identity management API:

PEER_E_NO_KEY_ACCESS

Additionally, the peer-to-peer framework may not work as expected.