You've got to provide them a reason why they should mailing list sign up. Why would they want to be a part of your list? There are many mailing lists out there, and the people on these lists get junk mail from all the time. Why should they want to sign up for something and actually say, "Yes, please send me something!", "Please send me offers!" "Please send me information from you!"?
You've got to provide them a good reason to say, "Yes, please include me in your list!" There are several good reasons you can use. I am not going to notify you this is the proper way. It is a "right way," but it is not the only correct way. Tell them that all they have to do is give you their e-mail address, and you'll you will send them your weekly or your monthly newsletter by e-mail.
That's one way to do it. Even if you don't want to publish an electronic newsletter, there are many incentives you can provide to get people to give mailing list you their e-mail address so that you can e-mail them. You can give away a free report. The offer could be something like, "Anyone who is prepared to provide their e-mail address gets a free report.