If the Install Eudora Plug-In command doesn’t work, you can install the plug-in manually as follows:
Go to the SpamSieve menu and choose Show Other Scripts.
In the Finder window that opens, hold down the Apple key and press Up Arrow. Now you should see a window containing the file SpamSieve Eudora Plug-In.
Create the folder:
/Users/<username>/Library/Application Support/Eudora/PlugIns/
and drag the SpamSieve Eudora Plug-In file into it.