A client certificate for the user account has not been installed.
If you see a message indicating that Windows XP is failing to find a certificate to authenticate to the network, verify that you have installed a client certificate for the user account.
See chapter 6 of the (PDF) Extensible Authentication Protocol Transport Layer Security Deployment Guide for Wireless LAN Networks for further EAP-Transport Layer Security (EAP-TLS) troubleshooting tips.
Client / Device cannot authenticate
WLAN adapters (wireless card) / ACU (Aironet Client Utility)
Failed to find authentication certificate