In the quick start guide, step 5.2 states to run "anydbm_import.py
...". Unfortunately, my Debian system doesn't appear to have this
script, nor can I find any debian packages which have this script in
From the web site you mention (the lines just before "Quick start guide") :
You can download all the necessary files in pythonfilter-greylist.tar.bz2 .
Inside there are 4 files:
* greylist.py : blabla...
* pythonfilter_importmailaddresses.py : blabla...
* anydbm_dump.py : blabla...
* anydbm_import.py : is this the one you're looking for ?
I downloaded the file and verifed : it's in there.