This software requires Sendmail compiled with mail filter support.
So be sure you have the following in your /etc/make.conf:

SENDMAIL_CFLAGS+= -D_FFR_MILTER=1

in order to have Sendmail always compiled with mail filtering support when you
build your system from sources. If Sendmail is not yet recompiled with this
flag, then do the following:

cd /usr/src/usr.sbin/sendmail
make clean
make
make install