Never forget to disable simple file sharing (Explorer menu, Tools > Folder Options..., View tab, Use simple file sharing (Recommended)) when attempting to set permissions for certificate private key file on a machine with a fresh Windows XP install, not joined to a domain. In this case the option is enabled by default which hides the Security tab in all properties dialogs and consequently disallows any explicit setting of permissions.

It is a good practice to disable the option anyway but it is easily forgotten when setting up the machine for the first time. This reminder should prevent me from losing another half an hour wondering why I can't set the desired permissions using the WSE X.509 Certificate Tool the usual way in case I am once again given a task of preparing a demo machine for an application using certificates with service accounts.