ssh server: could not load host key

I'm configuring ssh server, but have faced an issue.

First I generate the private/public rsa keys with:
ssh-keygen -t rsa -f /etc/ssh/ssh_host_rsa_key and set password on prompt.

Then try to start sshd:
/etc/init.d/ssh start
but get errors:

Could not load host key: /etc/ssh/ssh_host_rsa_key
Disabling protocol version 2. Could not load host key
sshd: no hostkeys available -- exiting.

Key point: Everything works if a leave password for the private key empty when generating keys, but the above errors occur otherwise. Still though, leaving that password empty is not recommended.

Any ideas? Thanks.