Double opt-in means:

 
1. Visitor comes to your site and enter his email in your subscription form.
2. Script send an email called 'Confirmation message' (you have to set this in admin panel). Script puts a link in this message.
3. Visitor checks his email account and clicks on the link in this Confirmation message.
4. Then script adds him to the database as subscriber.

Advantage : Anybody can enter anybody's email in your subscription form and make them angry on you that you are sending spam to them. Because of this double opt-in, you can confirm that the person who entered the email and the person receiving the email message series are same.

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