If you are using a recent enough version of 1.8d, you could send it with
the from and reply-to address be listname-subscribe-request@host and
then all they have to do is reply. Doesn't even have to be an "OK".
Probably should warn them not to try to send a message that way,
since if they tried to reply to say "No thanks" they would still get
subscribed.

Francoise