CodePro does not currently support directly testing private methods because the common wisdom in the testing community seems to say that you shouldn't do this.
You should be able to execute all of the code in a private method by manually creating test methods that carefully control the state it uses (field values, parameter values, etc.) before invoking the non-private methods from which it is invoked. If you can't, then it's possible that the method is more general than it should be. However, I'm guessing that that's not the reason for the problem you're experiencing.
I realize that you don't want to manually create test method, but it's possible that this same technique could be used to improve coverage with generated tests. Essentially, the answer is probably to create a factory class that returns an instance of the class under test that is configured correctly to exercise the portions of the private methods that are not currently being executed. You can get more information about factory classes here: http://downloads.instantiations.com/CodeProDoc/integration/latest/docs/doc/features/junit/test_case_generation.html#FactoryClasses