I just wanted to add another successful install to the mix. I didn't quite install the required Perl mods and sqlite/sqlgrey the way the wiki prescribes. It seemed all was fine going through CPAN for the Perl mods; I compiled sqlite from source (ommiting TCL bindings at configure time) since the rpm listed on RHN for RHEL4 ES did not want to install. I grabbed sqlgrey from the SF repository and followed the config steps from the wiki to have it use SQLite and insert it into Zimbra's MTA restrictions queue. After that, I was happily greylisting all incoming mail as shown by new sqlgrey entries in /var/log/zimbra.log. Now to properly install sgwi the SQLGrey web interface; a PHP-based tool. Looks like I'll have to get Zimbra's PHP to connect to the SQLite db instead of the mysql/pgsql DBs sgwi is set up to support right now.
Thanks for the wiki entry, it all worked out well.