I can't generate keypair in GPG4win 2.0.12

Change (N)ame, (C)omment, (E)mail or (O)kay/(Q)uit? o
You need a Passphrase to protect your secret key.

gpg: problem with the agent: No pinentry
gpg: Key generation canceled.

It’s command line’s result.
In GUI front I can’t input passphrase at “Generate Key” dialog and return “unexpected error”.
My system is Windows 2003 Server SP2.