You can install domain keys on a cPanel server easily for a single domain, in this tutorial I am using cPanel 11.
Run the following command shown below:

[root@afrizal etc]# /usr/local/cpanel/bin/domain_keys_installer username

(i.e.: /usr/local/cpanel/bin/domain_keys_installer afrizal)

It will automatically installing Domain Key for the domain (afrizal.net) successfully.
Now you can verify it from the db record of the domain. The following new entry will be added in the db record.

[root@afrizal etc] vi /var/named/afrizal.net.db

; cPanel 11.23.3-CURRENT_25049
; Zone file for afrizal.net
$TTL 14400
@ 86400 IN SOA ns1.e-padi.com. zall.e-padi.com. (
2008111500 ; serial, todays date+todays
86400 ; refresh, seconds
7200 ; retry, seconds
3600000 ; expire, seconds
86400 ) ; minimum, seconds

afrizal.net. 86400 IN NS ns1.e-padi.com.
afrizal.net. 86400 IN NS ns2.e-padi.com.

afrizal.net. IN A 75.125.178.242

localhost.afrizal.net. IN A 127.0.0.1

afrizal.net. IN MX 0 mail.afrizal.net.

mail IN CNAME afrizal.net.
www IN CNAME afrizal.net.
ftp IN A 75.125.178.242
default._domainkey IN TXT “k=rsa; p=MHwwDQYJKoZIhvcNAQEBBQADawAwaAJhAMZmC4FHl63UcC9o1Q3V72dp8DLjp;”

Now run command below:
[root@afrizal etc] rndc reload afrizal.net
[root@afrizal etc] /etc/rc.d/init.d/exim restart

Now you can verify it by creating a new mail account iam@afrizal.net and send an email to yahoo account, then verify the headers.

Delivered-To: zall@e-padi.com
Received: by 10.65.231.17 with SMTP id i17cs232839qbr;
Sat, 15 Nov 2008 12:31:23 -0800 (PST)
Received: by 10.100.107.3 with SMTP id f3mr1053948anc.28.1226781083285;
Sat, 15 Nov 2008 12:31:23 -0800 (PST)
Return-Path:
Received: d24si2511266and.24.2008.11.15.12.31.21;
Sat, 15 Nov 2008 12:31:22 -0800 (PST)
Received-SPF:
DomainKey-Status: good
Authentication-Results: mx.google.com; spf=neutral (google.com: 75.125.178.242 is neither permitted nor denied by best guess record for domain of iam@afrizal.net) smtp.mail=iam@afrizal.net; domainkeys=pass header.From=iam@afrizal.net
DomainKey-Signature: a=rsa-sha1; q=dns; c=nofws; s=default; d=afrizal.net;
b=AoQj21sMFWt8DT6WHsOJ/+deZ+2dEdRnNOs8hVsqFIp5qqCbW06JsSUZSekc7fc6;

From the above headers you can confirm that domain key is working fine.

If you need to download domain key, go to http://sourceforge.net/projects/domainkeys
Find more documentations th Domain Key at : http://domainkeys.sourceforge.net
Well you will find more information about Domain Key at: http://antispam.yahoo.com/domainkeys