You should be able to quote the newlines via \n:
Code:
zmprov ma some@account.domain zimbraMailSieveScript "a\nb\nc"
Also note at the moment the mail server might not immediately pickup values changed via zmprov, since it is talking to LDAP directly, and the mail server is caching, so you either need to restart the mail server (tomcat) or wait 15 minutes or so.
A future version of zmprov will use SOAP to the mail server, and update its cache.
roland