Dude, try finding yourself a LAMP server somewhere. Those are the best to create dynamic websites on.

LAMP >> Linux Apache Mysql Php

If you have those things on a server. Then you are ready to go. The mailing list can easily be build with PHP and MySQL. THere are prolly allready out there. Just check www.sf.net for such things, if you dont feel like creating the software yourself.

If you do, I would recommend getting some good books and start learning PHP and MySQL. First go to www.php.net, and go from there. When you get the hang of PHP, then MySQL isnt that far away.