If you are using Eudora 5.2 or Eudora 6 Lite, please see the Eudora 5.2 section.
Double-click the SpamSieve application and choose Install Eudora Plug-In from the SpamSieve menu. SpamSieve will install its plug-in, disable other junk mail plug-ins (which would conflict with SpamSieve), and reveal the Eudora application file for you.

Select the Eudora application file and choose Get Info from the Finder’s File menu. Expand the Plug-ins pane, and check the Esoteric Settings plug-in to enable it. Make sure that SpamWatch OSX and SpamHeaders OSX are unchecked. You can now close the info window and launch Eudora.

When you start up Eudora, you should see SpamSieve listed in the About Message Plug-ins… window that is accessible from the Eudora menu. Please note that the version number displayed in this window is the version of the SpamSieve Eudora Plug-In; it will not be the same as the version number of the SpamSieve application. The current plug-in version is displayed in SpamSieve’s about box.
Choose Preferences… from the Eudora menu, scroll down to the Junk Extras settings panel (which is at the very bottom), and check Always enable Junk/Not Junk menu items. Next, select the Junk Mail pane and make sure that Hold junk in Junk mailbox is checked. The Junk Threshold slider must be set to the middle position (50). If you are using IMAP, make sure that Run junk scoring plugins on this IMAP account is checked in the IMAP settings pane.
Now Eudora will use SpamSieve to filter all incoming messages. It will move the spam messages to the Junk mailbox. This happens before Eudora runs any incoming message filters that you have set up.
Normally, Eudora will launch the SpamSieve application when new messages arrive or when you train SpamSieve from inside Eudora. If this does not happen, make sure that the SpamSieve application is stored directly in your applications folder.