I am running it off my desktop running Windows XP (on a Mac through Bootcamp) and they are opening it using their Macs running OS X.
Ah, so the issue lies with your XP system, not the macs? If so....
For More Information see: FMP installer does not install server.pem file
This is one of many acknowledged bugs that can be found in the Known Bug List here in the Report an Issue section of the forum.
It can also be downloaded as a database file from: http://www.4shared.com/file/8orL8apk/FMP_Bugs.html