Ok I figured out if I remove the url http://www.buybeatsfast.com/mailinglist/ from “WordPress page URL for messages” then it goes to a page http://www.buybeatsfast.com/wp-content/plugins/newsletter/subscription/page.php?nm=confirmed&nk=8-3b4da4dd4f with the text confirming the sign up.
Is it possible to just use javascript for the welcome message text instead of a whole new page? I want the text to replace the sign up form on buybeatsfast.com with the text after they sign up.