Spamassassin not doing blacklist lookups

[Robert S <robert.spam.me.senseless@gmail.com>]

I have installed the default installation of spamassassin on sarge.  I
have recently compared headers from a spam message that was filtered by
my sarge installation (and missed as spam) with the same message
filtered by a Gentoo server (that was correctly identified as spam,
running a default spamassassin installation.

Here are the headers:

Sarge:

X-Spam-Checker-Version: SpamAssassin 3.0.3 (2005-04-27) on
        debian.XXXXX.net.au
 X-Spam-Level: *
 X-Spam-Status: No, score=1.7 required=5.0 tests=DRUGS_ERECTILE,
        RAZOR2_CF_RANGE_51_100,RAZOR2_CHECK autolearn=no version=3.0.3

Gentoo:

X-Spam-Checker-Version: SpamAssassin 3.0.4-gr0 (2005-06-05) on
        XXXX.XXXXX.com.au
 X-Spam-Level: *****
 X-Spam-Status: No, score=5.1 required=8.0 tests=DRUGS_ERECTILE,
        RAZOR2_CF_RANGE_51_100,RAZOR2_CHECK,RCVD_IN_BL_SPAMCOP_NET,
        RCVD_IN_NJABL_PROXY,URIBL_SBL autolearn=no version=3.0.4-gr0

As you can see, my Gentoo box has applied blacklist lookups, but my
debian box has not.  The local.cf and init.pre files are identical.

How do I get my Sarge box to do these DNS lookups?  Have I not
installed something?