What method of mail retreival are you using? The pipe method or pop3?
If you are using pop3 have you set up your catchall mail account?
If you are using the pipe method have you set the default address to |/path/to/hivemail_process.php
If you are using the pipe method make sure you have the | at the beginning. Without it the mail will not be processed and nothing will work.
I've tried both, but right now I'm using POP3 with the cron job. It's looking more like an Exim configuration issue right now, but I not sure what is broken.