During the friending (i.e. linking a CLM project area to OSLC Connect for Windchill) phase, you'll get to a point where you'll have to Authorize Provisional Key. At that point, you'll be required to enter the credentials of the OSLC Connect for Windchill administrator, and you may get an error with a red message: An error occured.
When this error happens, you've to authorize the new consumer directly on OSLC Connect for Windchill.
You can then continue the Establishing cross-application Trust procedure.