Error on cloning a Github repository with Mercurial

After some hours testing everything preventing me from pushing to my Github account, I found out that some public keys of Github users have been suspended until you approve them. You can read more about it here.

The problem for us Windows mercurial users is the message is very unclear :

git remote error: The remote server unexpectedly closed the connection.

After using my Linux box to test I finally had a useful error message to correct the problem.