Setting up newsletter for wordpress site

I am trying to create a newsletter for my website.I have read this page

I am lost where it says :
Note for WordPress users: the custom URLs must be pages created out side of WordPress. (Explanation: when the script returns, it appends some data/parameters to the URL, and that screws up WordPress and the pages can’t be found / won’t load. Create the SubscribedURL/UnsubscribedURL/AlreadyOnURL/etc pages outside of WordPress and they’ll load fine.)

So where do i create those web pages,if not a page which is a part of my website?Can someone explain me please.
If this doesn’t work,what are the free email newsletter service that you recommend? mailchimp and aweber is not a option for me.