Ok, I tried that but I can't find anything interesting in the logs.
When I have set a auto reply filter and a message is received there's nothing in /var/log/dovecot.log and below is in the /var/log/sieve.log:
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: Loading modules from directory: /usr/lib/dovecot/modules/lda
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: Module loaded: /usr/lib/dovecot/modules/lda/lib01_acl_plugin.so
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: auth input: mail=maildir:/var/vmail/vmail1/spangberg.eu/a/n/n/anna1-2011.07.06.11.45.41//Maildir/
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: auth input: home=/var/vmail/vmail1/spangberg.eu/a/n/n/anna1-2011.07.06.11.45.41/
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: auth input: quota_rule=*:bytes=0
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: acl: No acl_shared_dict setting - shared mailbox listing is disabled
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: Namespace: type=private, prefix=, sep=/, inbox=yes, hidden=no, list=1, subscriptions=yes
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: maildir: data=/var/vmail/vmail1/spangberg.eu/a/n/n/anna1-2011.07.06.11.45.41//Maildir/
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: maildir++: root=/var/vmail/vmail1/spangberg.eu/a/n/n/anna1-2011.07.06.11.45.41//Maildir, index=, control=, inbox=/var/vmail/vmail1/spangberg.eu/a/n/n/anna1-2011.07.06.11.45.41//Maildir
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: acl: initializing backend with data: vfile
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: acl: acl username = anna1@spangberg.eu
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: acl: owner = 1
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: acl vfile: Global ACL directory: (null)
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: Namespace: type=public, prefix=Public/, sep=/, inbox=no, hidden=no, list=1, subscriptions=no
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: maildir: data=/var/vmail/vmail1/public
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: maildir++: root=/var/vmail/vmail1/public, index=, control=, inbox=
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: acl: initializing backend with data: vfile
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: acl: acl username = anna1@spangberg.eu
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: acl: owner = 0
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: acl vfile: Global ACL directory: (null)
Jul 06 13:07:41 deliver(anna1@spangberg.eu): Info: Namespace : Using permissions from /var/vmail/vmail1/spangberg.eu/a/n/n/anna1-2011.07.06.11.45.41//Maildir: mode=0700 gid=-1
Jul 06 13:07:42 deliver(anna1@spangberg.eu): Info: msgid=<008601cc3bcc$ea63adb0$bf2b0910$@spangberg.eu>: saved mail to INBOX