http://i101.photobucket.com/albums/m73/madme89/Untitled-1_zps241df105.jpg
This is what I get on the email.
Under the can-spam there should be an unsubscribe link there right?
OK found the problem.
To get rid of the 404 error, you need to resave your permalink structure. Go to Settings > Permalinks and click “Save Changes”.