It sounds like a previous install did not work correctly. This is what my 5.0.12 install shows
Code:
[root@office zimbra]# ls -ld openssl*
lrwxrwxrwx 1 zimbra zimbra 26 Jan 28 18:24 openssl -> /opt/zimbra/openssl-0.9.8i
drwxrwxr-x 6 zimbra zimbra 4096 Jan 28 18:24 openssl-0.9.8i
You could try linking it and then running the setup again.