If you are getting a message something like "no deploy setting 'certificate' found" it might be because you created your certificate on a different machine from the one you are building on. Here is how to export your certificate and re-import it to the machine you need to use.
1. See which certificates are associated with the provisioning profile you had chosen in LCFM. To do that, go to ~/Library/MobileDevice/Provisioning Profiles/ folder and click on the profile(s) that are there. Find the one you chose. Use "space key" to preview. Once you find the profile you had chosen, scroll down in the preview and find section "CERTIFICATES". Write down the name(s) of the certificate(s) (e.g. "iPhone Developer:Panos Merakos")
2. Go to the old machine and export this certificate. To do that, open KeyChain Access app. In the "Keychains" menu at the left choose "login", and in the "Category" menu choose "My Certificates". You should now see the certificate you found in step 1 (e.g. "iPhone Developer:Panos Merakos"). Click on it to expand, and verify it has a private key:
Then right-click on the certificate, and choose "Export". You will be asked to use a password to protect the exported item:
3. Send the exported certificate to the new machine, and import it. To import it, just double click on the exported file, and it will be installed in the KeyChain. You will be asked to enter the password you used in step 2.
Note that the first time you try to build an iOS app after that, you should see a dialog asking you to allow use of this certificate. Click "Always allow". You should now have a working deployment provisioning profile on your build machine.