-s should work. I've done it myself. hit 's' to show settings. It does have limits as far as how small they can be, though.
Alright, I checke dit again and found out that the setting of the Sieve Size actuelly works. I thought it wasn't working because the miner prints something like "Generated Table [0,1000000] with 664854 Primes" on startup. Don't know if it is a bug, though...

Question: Does the miner automatically adjust this value to the performance of the system? If yes, it might be better if I didn't even touch that value.
I'm not sure what you mean enable output messages via command line. do you mean as if you hit 'm' to show stats, but have it be turned on with a command line switch?
Exactly!
