I receive several dozen messages a day from .ru domains (shown in the raw headers), that are always whitelisted by SpamSieve. I “Train As Spam” for each one – several hundred by now. I’ve uninstalled and reinstalled SpamSieve. Retrained it from scratch a couple times. Nothing catches these messages. This is merely an annoyance. These are messages that appear to be from me to me, on domains that I have hosted at Dreamhost.
(Small rant: Dreamhost email security sucks.)
Do you mean that they end up in your inbox or that the SpamSieve log actually says that they matched the whitelist? My guess is that the log says they matched your Contacts, and so you should configure SpamSieve to exclude your address.
Yeah, “exclude my address” is always checked. The crap ends up in my inbox nevertheless.
You also need to put your address on your card in Contacts so that the Exclude my address feature can work. If that doesn’t help, maybe Contacts is not the issue; please look at the log to see what SpamSieve is thinking about those messages or use the Save Diagnostic Report command in the Help menu and send me the report file, as described here, so that I can help you interpret it.