Here is the sieve.log for an incoming message to a user that has a vacation set up.

deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: Loading modules from directory: /usr/lib/dovecot/modules/lda
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: Module loaded: /usr/lib/dovecot/modules/lda/lib10_quota_plugin.so
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: Module loaded: /usr/lib/dovecot/modules/lda/lib90_cmusieve_plugin.so
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: auth input: quota_rule=*:bytes=0
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: auth input: home=/var/vmail/vmail01
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: auth input: mail=maildir:~/kommittedfilms.com/t/te/tek/tekmage-2009.12.18.16.30.20//Maildir/
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: Quota root: name= backend=maildir args=
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: Quota rule: root= mailbox=* bytes=0 messages=0
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: Quota warning: bytes=0 (85%) messages=0 command=/usr/bin/dovecot-quota-warning.sh 85
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: Quota warning: bytes=0 (90%) messages=0 command=/usr/bin/dovecot-quota-warning.sh 90
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: Quota warning: bytes=0 (95%) messages=0 command=/usr/bin/dovecot-quota-warning.sh 95
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: maildir: data=~/kommittedfilms.com/t/te/tek/tekmage-2009.12.18.16.30.20//Maildir/
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: maildir++: root=/var/vmail/vmail01/kommittedfilms.com/t/te/tek/tekmage-2009.12.18.16.30.20//Maildir, index=, control=, inbox=/var/vmail/vmail01/kommittedfilms.com/t/te/tek/tekmage-2009.12.18.16.30.20//Maildir
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: cmusieve: /var/vmail/vmail01/.dovecot.sieve doesn't exist
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: cmusieve: Using sieve path: /var/vmail/sieve/dovecot.sieve
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: cmusieve: Executing script /var/vmail/sieve/dovecot.sievec
deliver(tekmage@kommittedfilms.com): Apr 08 06:24:40 Info: msgid=<4BBDD915.1030801@asylumfx.com>: saved mail to INBOX
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: Loading modules from directory: /usr/lib/dovecot/modules/lda
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: Module loaded: /usr/lib/dovecot/modules/lda/lib10_quota_plugin.so
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: Module loaded: /usr/lib/dovecot/modules/lda/lib90_cmusieve_plugin.so
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: auth input: quota_rule=*:bytes=0
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: auth input: home=/var/vmail/vmail01
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: auth input: mail=maildir:~/kommittedfilms.com/t/te/tek/tekmage-2009.12.18.16.30.20//Maildir/
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: Quota root: name= backend=maildir args=
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: Quota rule: root= mailbox=* bytes=0 messages=0
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: Quota warning: bytes=0 (85%) messages=0 command=/usr/bin/dovecot-quota-warning.sh 85
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: Quota warning: bytes=0 (90%) messages=0 command=/usr/bin/dovecot-quota-warning.sh 90
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: Quota warning: bytes=0 (95%) messages=0 command=/usr/bin/dovecot-quota-warning.sh 95
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: maildir: data=~/kommittedfilms.com/t/te/tek/tekmage-2009.12.18.16.30.20//Maildir/
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: maildir++: root=/var/vmail/vmail01/kommittedfilms.com/t/te/tek/tekmage-2009.12.18.16.30.20//Maildir, index=, control=, inbox=/var/vmail/vmail01/kommittedfilms.com/t/te/tek/tekmage-2009.12.18.16.30.20//Maildir
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: cmusieve: /var/vmail/vmail01/.dovecot.sieve doesn't exist
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: cmusieve: Using sieve path: /var/vmail/sieve/dovecot.sieve
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: cmusieve: Executing script /var/vmail/sieve/dovecot.sievec
deliver(tekmage@kommittedfilms.com): Apr 08 06:38:33 Info: msgid=<4BBDDC56.6090601@asylumfx.com>: saved mail to INBOX

[06:41:50 04:08:10 mail01 /var/vmail/vmail01 #  ls -l
total 12K
drwxr-xr-x 25 root  root  4.0K 2010-01-07 14:29 asylumfx.com/
drwx------  5 vmail vmail   40 2009-12-17 12:43 asylumfx.org/
lrwxrwxrwx  1 vmail vmail   60 2010-04-07 11:33 dovecot.sieve -> /var/vmail/sieve/kommittedfilms.com/kirstena/roundcube.sieve*
drwx------ 11 vmail vmail   72 2009-12-20 23:04 kommittedfilms.com/
lrwxrwxrwx  1 vmail vmail   59 2010-04-08 06:38 roundcube.sieve -> /var/vmail/sieve/kommittedfilms.com/tekmage/roundcube.sieve*

[06:42:14 04:08:10 mail01 /var/vmail/vmail01 #  cat roundcube.sieve
require ["vacation"];
# rule:[Vacation]
if anyof (true)
{
    vacation
        :days 5
        :addresses ["tekmage@kommittedfilms.com"]
        :subject "Out of Office April 6-13th"
        text:
Please contact me via cell Phone 818-294-2391 if it can not wait until April 14th.

Best,

-=Dave
.
;
}

Not sure why it doesn't exec the filter.  Mail does get delivered, but no notification back to the sender happens.  Is there some piece missing?