In Parallels Plesk 9.x, 10.x and 11.x for Linux (in this case CentOS 6.6) there is a bug. You can not authenticate via ssh key or add one f.e. with:

$> ssh-copy-id -i .ssh/deploy_rsa.pub user@ask-sheldon.com

Thats why you have to do this:

1. Edit ssh deamon configuration:

   $> sudo nano /etc/ssh/sshd_config

2. Add the following line:

   AuthorizedKeysFile %h/private/.ssh/authorized_keys

3. Restart the SSH Deamon:

   $> sudo service sshd restart

4. Now the user can add a .ssh folder to his private folder that is read-, write- and executable by himself and his group:

   $> cd private
   $> mkdir .ssh
   $> chmod og-xrw .ssh

5. Now the user can put his public key into the private/.ssh/authorized_keys file like this (from local machine):

   $> scp .ssh/deploy_rsa.pub user@ask-sheldon.com:private/.ssh/deploy_rsa.pub

   and on the machine:

   $> cd private/.ssh
   $> cat deploy_rsa.pub >> authorized_keys

6. Now he should be able to connect without password prompt. F.e.:

   $> ssh -i .ssh/deploy_rsa user@ask-sheldon.com