Enable Identity Privacy causes authentication failure

I was reading the following Technet article http://technet.microsoft.com/en-us/library/ff919512%28v=ws.10%29.aspx that explains how to configure "Enable Identity Privacy", but it has the following "Tip":

"The NPS policy for 802.1X Wireless must be created by using NPS Connection Request Policy. If the NPS policy is created in by using NPS Network Policy, then identity privacy will not work. "

I am confused because you cannot specify the group membership conditions under "Connection Request Policy" that you can in "Network Policies".  Perhaps the article means I need to configure the authentication method from within the"Connection Request Policy" instead of the "Network Policies"?

Any help would be appreciated.

Thanks