How do I create a form that will add user's to my email mailing list? 

Great question! This is how I did it:

1. Create a mailing list using the "Mailing List" link on the left side of your site manager.
2. Create the form using the "Forms" link on the left side of your site manager. Make sure that the first thing you do is use the Form icon on the tool bar to create your form (method="post") and then add your fields inside of the form. If you want the fields that you create to add into your mailing list, you must use the following field names: "fname" (First Name), "lname" (Last Name), "email", and "company". These fields can contain any values you want, but they must have those field names in order for the values to be stored in your mailing list. For example, for a client's website (example) I didn't need to store company name, but I did want to store city, so I named my city field, "company." I nearly always use a table to help me line up the fields in my form, so I put the table inside of the form and then added my fields and labels in the rows of the table. Make sure that you add a "submit" button at the bottom. 
3. You will need to add two hidden fields into the form as well:
   
   Name: "mlid", Value: "J28F69A1-T292-F943-0C3F9284E7876012" (This is the id code of your mailing list. To find it open your mailing list to edit and look in the url - you will see "mlid=" and then a long number/letter code like the one above. Copy and paste it into the value of this hidden field.)
   
   Name: "doaction" Value: "subscribe"
4. Add your confirmation message in the box below the content.
5. Add the email address (if any) that you would like the results of your form sent to.

That's it! Test your form - you should find that your values will be added to your mailing list and that an email will be sent upon submit.