Maybe it's not working with the new wordpress?
The widget will NOT send in confirmation email for new subscribers despite making page and adding [subscribe] shortcode, and pointing the widget to that page. (Which is not fully disclosed either on installation page - it says to upload and that's it - obviously it isn't. You have to go to FAQ page which then tells you that you must make a page with short code - and some more search to figure out the short code)
All to discover that it doesn't work anyway.
Had to use the jetpack subscribe button instead.