NEED HELP - Mailing list not working?

[radiotipo]

Hi there, I just created a mailing list at my DirectAdmin naming it "mylist@mydomain.com" and added some email adresses. So far, all OK, but then I created a new email from "mail@mydomain.com" and sent it to "mylist@mydomain.com" (where one of my personal email adresses is included) and still (20 minutes later) nothing arrived...
I mean, the custom message I wrote at "mail@mydomain.com" hasn't showed yet in my inbox, what is wrong?

CAN SOMEONE HELP ME PLEASE?

[webaltern]

did you add mail@mydomain.com in your subscribers list?

[nobaloney]

Do you own the server? If so, then you should check your exim mainlog file. If not, you'll need to check with your hosting company.

Jeff