You can't get at the "template" files for mailman on the DreamHost system directly (you do not have adequate permissions), but you can make most changes from within the Control Panel or Lilst Management interfaces. It makes a difference which kind of list you are talking about.
1) For Announcement lists - From the Control Panel -> Mail -> Announce List screen, just click the "Edit" link/button (on the right side of the screen under the "Actions" Column) adjacent to the list name you wish to edit, complete the appropriate text field entry boxes for "Confirmation Email Subject" and "Confirmation Email Message", and submit the page by clicking the "Edit Announcement List" button.
2) For Discussion Lists - It works a bit differently for these lists, as you have to use the mailing list Admin Interface to effect changes. I know of no way to change the contents of the "confirmation" message, but you are able to modify the "Welcome" message in a couple of places.
To get to the Admin interface, from the Control Panel -> Mail -> Discussion List screen, just click the "Edit" link/button (on the right side of the screen under the "Actions" Column) adjacent to the list name you wish to edit. This will take you to the list administration page (you will be prompted for a password). Once there you can prepend text to the "Welcome" message by selecting the "General Options" link under the "Configuration Categories" heading and scrollilng down to the appropriate text entry box under the "notifications" section.
Additionally, you can select the "Edit the public HTML pages and text files" link under the "Other Administrative Activities" heading. This will take you to another page where you can select the "Welcome email text file" link, and edit the "Welcome" email message there.
Anything other then this, I suspect you will need to contact support for additional information.