1. Try Plesk Reconfigurator (Start->All Programs->SWsoft->Plesk Reconfigurator-Repair Plesk Installation) - (Note: if you set specific permissions to some domain it will be set to default)
If it doesn't help move to next step
2. Start->Run->cmd
3. cd %plesk_bin%
4. ftpmng --remove-vhost --vhost-name=<troubleshouting-domain>
5.ftpmng --reconfigure-vhost --vhost-name=<troubleshouting-domain>
You can try to begin from step 2 if warning is important for you
John S.G.