$ openssl genrsa -des3 -out adamyoung.net.key 1024
Generating RSA private key, 1024 bit long modulus
.........................++++++
.................................................................++++++
unable to write 'random state'
e is 65537 (0x10001)
Enter pass phrase for adamyoung.net.key:
aborted!
4553:error:0906906F:PEM routines:PEM_ASN1_write_bio:read key:pem_lib.c:331:

The Fix:
There's a .rnd file that OpenSSL needs to write to. You should change the ownership to the proper user and group. Typically it's in the $HOME directory:

sudo chown adam.adam ~/.rnd

If this doesn't work, check $RANDFILE or generate the key with -rand