[Plugin: WordPress HTTPS] shared ssl

Hi,
Question regarding the shared ssl option. I put in the correct shared hosing name in the settings and selected the force ssl on the page publishing process, but am still getting an error message. I called my host provider and they said the reason was that the page did not exist in my directory. They said I needed to create a folder call it the same as the page and drop the file in the folder. This doesn’t make any sense to me as I thought the plugin would some how magically find that page.

Does this make sense to you / understand my problem. Hope you can help me sort this out.

Thanks in advance