Setting up an email alias instructs your server to forward bounce and signup messages to the ListMailPRO CGI scripts (the ones you just uploaded). The correct procedure will depend on your web hosts server software.
If you're unsure which software your host uses it's best to ask tech support how to set these up. Suggest the following lines of code and they should know what you are trying to do:
For more common servers, check out the Next and Related links below.
Next: Sendmail (.procmailrc)