Problem:
The following error errors occurs when trying to issue an Enrollment Agent certificate using IndeedCM.CertEnroll.MsCA.exe:

Keyset does not exist

or

Access is denied

Solution:
The IndeedCM.CertEnroll.MsCA.exe utility requires that the account used to launch it in Windows Command promt has local administrator privileges at the workstation where the utility launch occurs (Indeed CM server). Local administrator privileges are required in order that the utility could place the issued Enrollment Agent certificate to Personal certificate storage (Local Computer).