Not so much an error per-se, but a warning really and I am wondering what that actually mean. It doesn't affect the functionality so it is more out of curiosity.
Basically the only warning I am getting (when testing rpc over http) is
Analyzing the certificate chains for compatibility problems with versions of Windows.
Potential compatibility problems were identified with some versions of Windows.
Additional Details
ExRCA can only validate the certificate chain using the Root Certificate Update functionality from Windows Update. Your certificate may not be trusted on Windows if the "Update Root Certificates" feature isn't enabled.
The certificate is bought from a cheap provider so I expect something not to work anyway

Does that mean that Microsoft simply doesn't acknowledge the provider as root CA ?!?
Edit:
Windowsupdate doesn't find any new updates. I think the last time I saw Windowsupdate download updates for root certificates was on XP.
I even checked the group policies and update of root certificates is not disabled.
I also checked the certificate store and I see that the particular root certificates won't expire until 2038/2040.
I even downloaded the update manually
http://www.microsoft.com/download/en/details.aspx?id=6149
Which doesn't do anything (executing that is) ...