Okay, I figured out that the reason Mailman was not delivering subscription confirmation messages was because I had set up relaying incorrectly in Exim (no relaying for localhost...oops).
Now I have another problem. When I reply to those confirmation messages, the message bounces. This is the specific error I get:
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This message was created automatically by mail delivery software.
A message that you sent could not be delivered to one or more of its recipients. The following address(es) failed:
test-request@macnuthome.com: Child process of list_request_transport transport returned 2 from command: /home/mailman/liststuff/mail/wrapper
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Is this saying I need to create the aliases for the list addresses? I thought, according to the directions for both Exim and Mailman, I didn't have to create alias addresses for each list. Once again, thanks is advance for any suggestions.
The MacNut