Sieve isn't sieving

[Jay Levitt]

I'm trying to set up Sieve for the first time on Cyrus IMAPD 2.1.12.  I'm
delivering via sendmail 8.12.6, using LMTP.  Sieve is reading the script; I
can see the atime change, and if I try to "fileinto" a nonexistent mailbox I
get a sieve runtime error in syslog.  However, nothing in the script has any
effect.  I've tried simple one-line scripts that should refile all mail in
another folder or reject all mail, and it all lands right in my inbox.  My
mail does have the "X-Sieve: CMU Sieve 2.2" header.

What could be going wrong, and how can I troubleshoot?

Jay Levitt