Please remember that just having a spam filter module installed will not make *all* spam go away. The questions which come to mind are:
1. What specific settings for SA do you have set? (this relies on the answer to question 5 below)
2. Have you verified that SA is running? (ps -ax |grep 'spamd')
[you should see a line with /usr/bin/spamd -u popuser -d -m 5 -x ... ]
3. Verify some of the .qmail files to make sure they have a pipe to the /usr/bin/spamc -f -U /tmp/spamd_full.sock | /usr/bin/maildir ./Maildir/
(the hidden .qmail files will be in the folder /var/qmail/mailnames/domain.tld/username
4. Did you use the Updater to install the SPAMblocker for Qmail daemon module?
5. Did you purchase the Plesk license for the SpamAssassin module, if not, then you will have no control over SA and you may as well use one of the options below.
From what I have seen with the Plesk version of SA, it is *not* the same as either the full version of SA, or other implementations such as 4PSAs SpamGuardian product, or ARTs ProjectGamera and related modules.
If the Plesk version is not working for you, then you may be better off removing the Plesk version and using either ARTs stuff or 4PSAs stuff.