First, you'll need to install the
acpid package. The default Debian-provided config works fine.
aptitude install acpid
For some reason, old kernels on Proxmox VE don't load the
button module. Weird.
Anyway, adding it to /etc/modules seems to fix this:
echo button >> /etc/modules
UPDATE: loading the button module is no longer necessary for 2.6.35-1-pve… and acpid is included in the base packages for squeeze