I also have the ‘same’ problem - let me explain.
While using Tiger, if I launched Mail for the first time (say, after restarting the computer), then SpamSieve would spontaneously launch.
I’ve done a complete fresh install of Leopard, and consequently added all of my applications (not an upgrade in any way), and now when I launch Mail, SpamSieve doesn’t launch like it did before.
My partner’s Leopard install does launch SpamSieve like it used to under Tiger (when Mail is opened), but mine doesn’t (although his install was an ‘archive and install’ of Leopard) - I’ve also tried re-installing the SpamSieve plugins into Mail.
Certainly if I do “train as Good” or otherwise use a SpamSieve command in Mail, then SpamSieve will then launch.
The unfortunate side-effect of this is that because SpamSieve isn’t launching with Mail, all of my emails are classified as spam by the SpamSieve Rule.
While it’s easy to say “just launch SpamSieve before you launch Mail”, the fact is that I’m totally used to the process being automatic, and I haven’t yet “remembered” that I have to, until it’s too late - so I’m constantly re-training everything as ‘good’, which is somewhat annoying!
It seems, by your responses to earlier posts, that you didn’t intend that sort of spontaneous launch?