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Running a web server is not for the uninitiated. An e-mail server can, in some situations, be even more problematic.
This is not to say it can't be done because it certainly can, but, to be blunt, if you're not sure if you can do it already, you probably can't until you immerse in learning about the subject. There's a reason people hire others to do this for them.
I have a LAMP server that works for certain purposes, but I don't keep it running because, while I understand the basics, I don't have the time, energy, or knowledge to maintain it 24/7 and hope to keep my system secure.
Out of curiosity, do the e-mails you end out to your list not have a clearly displayed opt-out notice on them that directs back to an automated process for removing them from the list?
If all you have is contact information with some sort of comment that you'll remove them from the list if they ask you, that could be the source of one of the problems. People won't do this, nor will they fill out web based forms to do it. Both those methods are actually used by real SPAMmers to create lists of e-mail addresses that go to a real person, which has caused people not to trust them. A SPAMmer will acquire a list of hundreds of thousands of e-mail addresses, send out SPAM with an opt-out notice that requires the recipient to enter their e-mail address or e-mail someone directly asking to be removed, and they'll then take this list of "good" addresses and sell it to someone.
Anyway, the most people will do is click a link that leads to an automated removal process, i.e. all they have to do is click the link, and your system takes care of the rest. (Never mind that this could be used for the same purpose as above, but for whatever reason, people don't think that way.)
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