Just some guesses, though I did test this quickly with a (non-DH) Mailman install.
Are you sending to:
Also, make sure you don't put "who" in the subject line - Mailman seems to process that first.
who [password] in the body
Make sure this is the password for your user and that you can login with that email address / password to the site - not sure if the master password for the list will work here, though it might. Also, check what restrictions you have on viewing of list members from the mailman web interface. If you have Mailman configured so that regular members can't view the subscriber list, that might be causing some problems if it's not recognizing you as the moderator / list admin.