Steve, you can always set up a .htaccess redirect so that, for example:
http://stevepavlina.com/verify_newsletter/queryhere
Redirects to
http://1shoppingcart.com/queryhere
That might totally alleviate people's worries.

That way they know stevepavlina.com is redirecting them to a 3rd party, so it's no worries (since e-mail can be spoofed).