The first thing you should do is replace your main ListMail files with the latest from the members area.
This type of problem is very rarely reported. Sometimes it is a result of a misconfiguration at the web host with the PHP mail() function (always used to send welcome and confirmation messages). It's really hard to say..
Another possibility is that you are using the confirmation process and your users are clicking the confirm button twice.
If you replace your files and keep getting reports and don't think it's caused by double-clicking a confirmation link, then you might want to talk to your host. I could run some tests, too. You can securely submit your server information
here.
Regards