Strange situation I'm having with the Pro version, if "Send contact form response email to users" is not checked but Double opt-in is checked, a subscriber does not get any e-mail to opt-in. If I then select "Send contact form response email to users", a subscriber does receive the Contact form and Double opt-in confirmations in one e-mail.
In all cases the recipient e-mail is working fine.
Also I notice that if the user has submitted once before (but hasn't yet double opted-in) then subsequent attempts to submit with the same e-mail will result in an e-mail without the [confirm] link included. I'm guessing the system is looking for duplicate e-mails but it might be better to check the Mailing list, not the Inbox for duplicates. Also in the event of finding a duplicate, it might be better to also have a different response page from the standard one when the user hits submit so they aren't thinking everything is fine and dandy.