Newsletter signup link only loads form content on url reload in wordpress.

[lee]

My url for email subscribe is:
 /?page=CiviCRM&q=civicrm/mailing/subscribe&reset=1

I have also tried it with the full url:
http://mysite.com/?page=CiviCRM&q=civicrm/mailing/subscribe&reset=1

When I hit submit, the link just gives me a yellow box with the following error message. It does work when I reload from address bar however.

Sorry but we are not able to provide this at the moment.
We can't load the requested web page. This page requires cookies to be enabled in your browser settings. Please check this setting and enable cookies (if they are not enabled). Then try again. If this error persists, contact the site adminstrator for assistance.

Site Administrators: This error may indicate that users are accessing this page using a domain or URL other than the configured Base URL. EXAMPLE: Base URL is http://example.org, but some users are accessing the page via http://www.example.org or a domain alias like http://myotherexample.org.

Error type: Could not find a valid session key.
Return to home page.

Does anyone know how to get it to load in the first place, without having to reload the page.
Thanks