Thats becuase the directory is not world writable
drwxr-xr-x 2 root psaserv 4096 Jul 5 07:59 error_docs
The only way I have been able to do it with out mass changing permissions is to do it from inside plesk's file manager and edit the contents of the existing files - jsut copy and paste the page html you want to display into the file manager edit box.