When configuring your MailChimp module, you will be asked for a MailChimp API key and list ID. Both of these are located in your MailChimp account, and are accessible after logging in at www.MailChimp.com. Here's how you find them...
From the left main menu, click on your Username, then select "Account" in the flyout menu. From the account page select "Extras", "API Keys". Your API Key will be listed in the table labeled "Your API Keys". Copy / Paste your API key into the MailChimp Module2 setup.
When viewing your MailChimp Lists, select the list you wish to offer user sign-up, then click "Settings" and then "List name & defaults". Your list id will be at the top of the right column below List ID. Copy / Paste your List ID into the MailChimp Module2 setup.