How do I create a sign up for our newsletter link for my site?

This is what I get when I enter the link for

"www.mysite.com/index.php?main_page=subscribe"

Takes me to the site map and shows
Page Not Found
Custom 404 Error Page with Site Map Sample Text ...

Keep in mind that I have changes the word Newsletter to Coupons and Money Saving Offers within the php files.

Thanks.