I recently created a subdomain on my Mediatemple DV service, but for various reasons, I wanted to have a separate user responsible for that subdomain, with FTP and shell access. The user can be created along with the subdomain in Plesk as normally. Unlike the creation of users associated with domains, however, there is no option in Plesk to give this subdomain user shell access.
Fixing it is trivial if you have root access. Just edit /etc/passwd, find the line that starts with the username you just created, then change the last field of that line from /bin/false to /bin/bash (or whatever shell you like). This will allow you to su to the subdomain user or login via SSH, as you prefer. Easy, I know, but I noticed the option wasn't present in Plesk and well, maybe this tip will be helpful to somebody else out there.