The SSL server credential's certificate does not have a private key information property attached to it. This most often occurs when a certificate is backed up incorrectly and then later restored. This message can also indicate a certificate enrollment failure.
I received this message when trying to use a certificate that was signed from an untrusted authority, or when trying to import a certificate with an unsupported format.
When in doubt, try to import the certificate in question through the certificate MMC snap-in, which will usually issue a more detailed error message.