Nick,
You need to modify the "Custom HTML" and "Errors" that are applied to the list being subscribed to. From the "List Settings" page click "Custom HTML". Click "Signup Error".
Note that if your list is using the Default HTML set the changes will apply to all other lists using the same. To customize the page on a per-list basis you need to click "New" in Custom HTML, make your changes and save it, and then go back to List Settings and apply that new set to your list.
Regards