[Dovecot] Sieve: Mailbox doesn't exist

[Stefan Fricke]

I have just set up a mail server on Ubuntu, using Postfix and Dovecot 2.0.19. 
It works well but I can't get Sieve working. I always get the error that the 
target mailbox doesn't exist. In fact it doesn't but isn'r Dovecot supposed to 
create it?

Here is my doveconf -n:

# 2.0.19: /etc/dovecot/dovecot.conf
# OS: Linux 3.2.0-24-generic x86_64 Ubuntu 12.04 LTS 
mail_debug = yes
mail_location = maildir:~/Maildir
managesieve_notify_capability = mailto
managesieve_sieve_capability = fileinto reject envelope encoded-character 
vacation subaddress comparator-i;ascii-numeric relational regex imap4flags 
copy include variables body enotify environment mailbox date ihave
passdb {
  driver = pam
}
plugin {
  sieve = ~/.dovecot.sieve
  sieve_dir = ~/sieve                                                                                                                       
}                                                                                                                                           
protocols = imap pop3 sieve
service auth {
  unix_listener /var/spool/postfix/private/dovecot-auth {
    group = postfix
    mode = 0660
    user = postfix
  }
}
service managesieve-login {
  inet_listener sieve {
    port = 4190
  }
  service_count = 1
}
ssl_cert = </etc/ssl/certs/dovecot.pem
ssl_cipher_list = ALL:!LOW:!SSLv2:ALL:!aNULL:!ADH:!eNULL:!EXP:RC4+RSA:+HIGH:
+MEDIUM
ssl_key = </etc/ssl/private/dovecot.pem
userdb {
  driver = passwd
}
protocol imap {
  imap_client_workarounds = delay-newmail
  mail_max_userip_connections = 10
}
protocol pop3 {
  mail_max_userip_connections = 10
  pop3_client_workarounds = outlook-no-nuls oe-ns-eoh
}
protocol lda {
  deliver_log_format = msgid=%m: %$
  mail_plugins = sieve
  postmaster_address = postmaster
  quota_full_tempfail = yes
  rejection_reason = Your message to <%t> was automatically rejected:%n%r
}