Upon running the Varnish installer on your cPanel machine, you may receive the following notice:
"The cPanel Remote Access Key (hash) hasn't been generated yet. Do so before running this installer!"
To set up the Access Key, please follow the steps documented here: http://docs.cpanel.net/twiki/bin/view/AllDocumentation/WHMDocs/RemoteAccess
Once the key has been generated, rerun your installer.