Hello! I'm not exactly sure how I am supposed to aprove peopel to be on my mailing list.

they get an e-mail and they have to accept the opt in and hit the link in the e-mail they get

You don't, it is down to them to complete the opt in process.

Remember that there is always a high attrition rate on opt-ins so a lot of people who sign up initially will never complete the process.

Oh, thx u guys. :D