EFS Recovery Agent

How do I create/add a recovery agent that can decrypt files on the server that another user encrypts?

When I try to create a Recovery Agent, I get the message "The selected user has no certificates suitable for EFS Recovery and cannot be added as a recovery agent. Select another user."

All posts I've seen at various sites are vague on the "How to" for Recovery Agents and Microsoft's website is not much help.

Thank you.