The usual suggestions that come up at this point, are: 1) If you're using spamc/spamd, don't forget to restart spamd so that it will reload your new rule.
2) If you're running SA directly from a milter, or some such, make sure that SA is started up in a way that it will find the new rule. You might want to add some debugging info. to your mail log. You'll also need to tell your milter to reload SA, if it caches SA instances. 3) If you're making the decision that a particular e-mail is spam, at delivery time, via a mail filter like procmail, make sure that the script works properly. Add some logging info. to debug it.