Im currently using subscribe2 in a custom signup box,
Check how to load the wp framework on any php page, useually you can do something like.. (fix the path)
// Initialize wordpress framework if missing (when email confirmation click)
And I call the subscribe2 shortcode whereever I want, like this...
$shortcode = "[subscribe2 hide=unsubscribe]";
$content = do_shortcode( $shortcode );
I also had to add IDs to the form and elements inside the subscribe2.php file, to make it look the way I wanted.
Further, to take the return message whenever someone has clicked submit (which hasent been ajaxed yet) I use jQuery to check the ID if its empty - and then react on the message if not empty..
long story short - its doable, but you gotta stick your feet in the water.