thevinster, did you figure this one out?
This is one of my next tasks. After looking at it, I'm guessing that going into my domain's cgi-bin and then doing a ln -s ../../../../usr/lib/cgi-bin/mailman/ mailman
to create a symlink to the default cgi-bin would do the trick. But I won't be able to test this theory until my DNS changes over.
I'd love to hear if/how anyone else has solved this issue.