Nald,
If you are using swert-knudsen, you can configure it to send an email with statistics every day. You should do this to see it it's working.
Also...
1. This will rename your message subject with [SPAM ] preceeding the subject. You should use your email clients filtering tools to get rid of the spam. Only SPAM above a 15 can easily be deleted.
2. You need to set the sensitivity correctly. In my experience '8 Medium' is not high enough... '5 High' works better for me, but it also raises the odds that mail could be marked SPAM when it is not.
3. If your suer does not have a junkmail folder the messages will not be send there.
4. You should really use a couple of complimentary RBLs. The documentation does a great job talking about this. I highly recommend sbl-xbl.
So... what do your statistics say?