If you zimbra version is <= 4.5.5, you will also need to uncomment the dspam lines in /opt/zimbra/bin/zmtrainsa. The new zmtrainsa script in 4.5.6 have a bug and doesn't learn from dspam.
Bug 18153 - zmtrainsa not learning from dspam when it's enabled
a comment on zmtrainsa script lines 45 and 54 was enough for me for the cron jobs to work. Unafortunely, didn't work for manual training
