Cannot create KDS Root Key - “Request is not supported”

When trying to run the powershell command Add-KDSRootKey –EffectiveImmediately you get the error "Request is not supported" if the powershell console isn't running elevated as administrator.

Just right click on the powershell icon and run as administrator and rerun the command.

Add-KdsRootKey –EffectiveTime (Get-Date).AddHours(-10)