I really think this confusion would be prevented if this page was reworded:
http://www.pygame.org/wiki/info
The list of commands to send to mojordomo@xxxxxxxx is right after the sentence "You can email the list at pygame-users@xxxxxxxx", which seems at a glance to imply that you're supposed to send the commands to that address. You only learn the actual address you're supposed to send the commands to if you hover the mouse over the links on the commands listed.