Thanks to on-going responses from the developer (Nev), I finally was able to install AuctionSieve, and it works beautifully.

Nev suggested I try installing AuctionSieve as a "root" application, which requires you to create a new user account at the root level of your Mac. It's not as ideal as a freestanding installer, but it isn't too hard to do.

Instructions on how to create a root user account are at http://www.osxfaq.com/Tutorials/Root_User_Creation/index.ws . Just create the root account, find the AuctionSieve installer, run it, log out, and then log back in with your regular account.

Hope this helps relieve the frustration many of us have felt. :-)