I had this problem and it was realy bugging me since my other WP installations worked fine.
You have to enter at least one tag as stated above, however that is not the only condition.
You have to enter the tag in the Simple Tags box and not the default WP tag box.
You then need to refresh the page (save your work!!!). I would recommend clicking on “save draft” if your post is ready for the public, otherwise “update post” should do it.