“Sorry, you are not allowed to add a term to one of the given taxonomies” error from WordPress

If you get this error message from WordPress:

Sorry, you are not allowed to add a term to one of the given taxonomies

It’s seemingly because you can’t publish new tags from the XMLRPC interface, used by client-side blogging tools (I was using MarsEdit.). I removed the tags from the post I wrote, and it seemed to work fine.