spotted this in logwatch mail.. Unable to open /sbin/audispd (No such file or directory) audit-1.2.7-4.fc5
The audit-1.2.7-3.fc5 (and -2) package had this uncommented in the auditd.conf file. It was supposed to be fixed in -4. Is there a chance that you have the older config file? Try rpm -e audit; rpm -i audit; and see if you still have the problem.
It's commented out currently (as -4 is installed). Could be that the logwatch run was from when -2 was installed. I'm happy to close this. I'll reopen if it happens again.