PGP: Invalid key ?

[alexander.skwar@delphiauto.com]

Hi.

I've just installed the GnuPG 1.0.6 binaries from gnupg.org for Win32
on Windows NT SP4.  I also use WinPT 0.3.3.  Futher, I'm using PGP
Corporate Desktop 7.0.3.

In GnuPG I created a 1024 bit key.  I then exported this key and
imported it in PGP.  Encrypting/decrypting messages works both ways,
ie. PGP can decrypt texts encrypted with GnuPG and vice versa.  However,
when I want to change the trust of the GnuPG key in PGP, it tells me:

     This is an invalid key. Modifying the trust on this
     key is not allowed since trust settings on invalid
     keys have no effect.

Anyone know what I'm doing wrong?

Thanks a lot,
Alexander Skwar