I'm running plesk 9.0.1 and I configured my app on a subdomain, I did these steps to configure the app:

1) remove all default directories of domain

rm -rf /var/www/vhosts/example.com.br/subdomains/myapp/*

2) I put my files on document_root, like this
/var/www/vhosts/example.com.br/subdomains/myapp/conf,
/var/www/vhosts/example.com.br/subdomains/myapp/symfony