php list integration

There should be a README.txt file in the module which should have instructions on how to set it up.

You might want to look here
http://drupal.org/project/phplist

Also, I looked into this about a year ago and there were major issues, not sure if anything has changed but im currently running phplist seperatly from my drupal install.

If you dont require bounce control then simplenews is your best option.