Do you mean a mailing list where people enter their addresses and you send them email, or a mailing list incoming emails are forwarded to everyone else on the list? In either case you need some server-side software to do the job.

For the latter, you need a package like Majordomo (http://www.greatcircle.com/majordomo/ ). This is not something you can just add on to a hosted site; it needs to be installed directly on the server because it has to interface directly with the server’s mail transport system. Some ISPs offer this sort of hosting. Bulletin boards, such as phpBB are easier to set up, though less immediate.

There are a lot of scripts for opt-in mailing lists; here’s one , and you can google for more.

Just add a link of your yahoo group in your website
like Join my group