I am trying to generate a self-signed certificate using the instructions that Heroku suggests here: http://www.akadia.com/services/ssh_test_certificate.html
This cre
Have you added the SSL addon on your heroku app setting?
Also, you shouldn't be posting your private key online since it's supposed to be... well... private.
I suggest you generate a new key pair for your app.
EDIT:
You mentioned that you enabled the piggyback SSL, in which case, you don't need to generate your own keys. See this:
An app specific SSL certificate is not required for Piggyback SSL. The *.heroku.com wildcard SSL certificate is used for all apps. You can view information about this certificate by visiting https://heroku.com/ and clicking the lock icon in your browser.