From the help:
Create A Mailing List
1. Set the following:
* List Name - Enter the name of your new mailing list.
* Password - Enter the password to your new mailing list.
* Domain - Select the domain you want your new mailing
list to be used on from the drop down menu.
2. Click on the "Add Mailing List" button.
I do not see the "Add Mailing List" button anywhere. Please help.