Some magic weapons have special abilities. Special abilities count as additional bonuses for determining the market value of the item, but do not modify attack or damage bonuses (except where specifically noted). A single weapon cannot have a modified bonus (enhancement bonus plus special ability bonus equivalents, including those from character abilities and spells) higher than +10. A weapon with a special ability must also have at least a +1 enhancement bonus. Weapons cannot possess the same special ability more than once.
The weapon would need an enhancement bonus of at least +1 for you to be able to add special abilities.
So the cheapest keen weapon you can make is a +1, Keen [Weapon].
This weapon would have a modified bonus of +2, which would have a price of 8000 gp.