So here's an update.
Bought new server space on virtual server and set up a file called 'mailinglist' and uploaded the MLM files to that. - All seems to be OK. I spoke to the server support who said that I needed an A-Record subdomain on my domain name - that has been done and is pointing to the server etc.
I now try to upload a recipients list and the dialog box keeps showing 'error 103 URL not valid'. The path I have put in the General Preferences section is the path to the lm.php file on the server.
What am I doing wrong?
Steve