Depending upon how "newly" it was created, it may not be available yet. Many of these things run processes that take some time to complete. If the creation of a sub-domain is involved (like "list-mydomain.com"), it still takes a little while to be available via DNS.
I recommend giving it at least 30-60 minutes, and try again. If you still get the error, it is probably time for you to submit a support ticket via the Control Panel-->Support-->COntact Support screen.