I have just the Subscribe2 Pro widget on my sidebar and it is not sending conf emails. I've tried making sure the short code is on the Welcome page where it is supposed to be, and I'm not sure. I don't see any short code, but I'm not sure what that is and where to put in on the page.
http://chasingfog.com is my blog if you'd like to look and see what it looks like. I've tried several things suggested and still have no luck getting the conf emails.