What you need to do is this:
1. Browse to the "List Settings" -> "Custom HTML" page.
2. Click "New" to create a new Custom HTML set.
3. Edit the "Signup Success" page - you can either enter your HTML directly or enter a URL under "Alternately, enter a URL to forward the user to."
4. Name and save the Custom HTML set
5. Go back to the List Settings page for your list, select the name of the new set under "Custom HTML" and save the list settings.
Regards