What is the process to set up up newsletter signup in civi using wordpress?

[lee]

My url for email subscribe is:

http://mysite.com/?page=CiviCRM&q=civicrm/mailing/subscribe&reset=1

When I hit submit to subscribe, the link just gives me a yellow box with the attached error message "Error type: Could not find a valid session key."  Oddly when I reload from address bar the form finally shows.

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 what this error message means?

Thanks

[CiviTeacher.com]

Instead create a new profile and choose the "standalone profile" option.

Open up the "Advanced Settings" and choose to add everyone who completes the project to a Group.

Add email fields (and possibly also name) to the Profile.

-- or --

Create a new profile and choose the "standalone profile" option.

Set one or  more Groups to "public".

Add email fields (and possibly also name) to the Profile AND Groups as a field so they can select their own.