Is this a new user you have just set up and are trying for the first time, or is it an old user that was previously able to set up cron jobs?
It sounds like a permissions problem to me.
log in as root and check the permissions of the directory structure where the crontabs are stored.
/usr should be:
drwxrwxr-x 26 root auth
/usr/spool should be:
drwxrwxr-x 15 root bin
/usr/spool/cron should be:
dr-xr-x--- 4 bin cron
/usr/spool/cron/crontabs should be:
drwxrwx--- 2 bin cron
In the /usr/spool/cron/crontabs there will be a file with the same name as the user the cron is set up for. If there is no file by that name then your crontab for that user was never set up or has been erased. If the file does exist make sure the owner is the same as the file name (but don't change ownership of any of the files for system users such as mmdf, root, or uucp). The user's crontab permissions should be:
-rw-rw---- 1 {user-name} cron
If all of the permissions look good, log in as the user and try to view the contents of the crontab file:
more /usr/spool/cron/crontabs/{user-name}
If the problem still is not resolved, remove the file from /usr/spool/cron/crontabs (after making a backup of it), shutdown and restart, then try to set up the cron again.
If the problem still is not resolved, do an OS verify from custom.