Solved the "Page not found". Thanks to SWGuy, Page #4, #35 reply.
It is possible that you have the values BOX_MAILCHIMP_NEWSLETTER_U and BOX_MAILCHIMP_NEWSLETTER_ID in mailchimp_sidebox_defines.php backwards. The value BOX_MAILCHIMP_NEWSLETTER_U should be the longer of the two.
Ps. SWguy, maybe in your directions put a little note about this. I just copied the first and pasted to the first, ect.... Also, Thanks SWGuy for all your work on Zencart Mods.