AFAIKT this is not possible. In /etc/mailman/mm_cfg.py you define DEFAULT_EMAIL_HOST and DEFAULT_URL_HOST
But maybe you can override this settings in the mailman config if you create new lists. I havn't tried this.
Mailman seems to be a really beast if you want a multiclient-mailman.
On the install you have to change /etc/aliases, so you need root access or at least privileges to alter this file. If you want to have more than one "mailman-root-admin" you would also need more than one aliase-block (listinfo, admin,....)