Key Not Valid for Use in Specified State error installing Anyconnect

If you get this error upon trying to install Cisco Anyconnect:
Key Not Valid for Use in Specified State

Danish translation:
N√łglen er ikke gyldig for anvendelse i den angivne tilstand.

Do the following:

Move the folder RSA from

C:\Users\AppData\Roaming\Microsoft\Crypto\RSA to say C:\RSA (just in case there should be a need to restore it) then try installing again.
This folder appears to act as a cache and should be rebuilt automatically as required.

Source https://discussions.apple.com/thread/6514053