i’am experiencing similar problems.
After a clean Lion-Install on my macbook i installed SpamSieve.
On StartUp of Mail, SpamSieve is starting too.
But it always presents its first “using spamsieve” advise.
Even when i quit Mail and start again, i always get these settings…
I moved this to a separate thread because it doesn’t seem similar to what aselder was observing. The dialog says something like:
SpamSieve will stop showing this window when you’ve successfully begun training it with spam and good messages.
Have you trained it with both spam and good messages?