[these are tailored to the Media Temple (dv) environment, but are pretty portable to other Linux/CentOS systems]
Basics of the issue are covered in this support article here:
http://kb.parallels.com/en/432
Basically, you need to look in the root directory for your site (where the httpdocs folder is living)
First thing is to connect via SSH and move to that root directory. Usually:
/var/www/vhosts/yourdomainnamefolder
then make the 'keys' folder (or whatever you want to call it)
this works: