Error message "No subscriber found."

I setup double opt-in after ensuring that Newsletter worked properly.

Here are the steps I followed after configuring double opt-in:

a. Registered using First Name, Last Name and email address
b. Received the "Please confirm your subscription" email
c. Clicked on the link "Please confirm your subscription by clicking here!"
d. Subscription confirmed, received the "Welcome" email
e. Cancelled subscription
f. Received the "Goodbye" email
g. Registered again using First Name, Last Name and email address
h. Received the "Please confirm your subscription" email
i. Clicked on the link "Please confirm your subscription by clicking here!"
j. Received "No subscriber found." message!

Any ideas on why? I looked at the responses to others who received the "No subscriber found." message and didn't get ideas on how to fix this!

Thanks very much.