The Integration of Mailman and lighttpd is very easy. The following configuration-snippet shows you how:

server.modules += ("mod_redirect", "mod_alias", "mod_cgi", "mod_accesslog")

$HTTP["host"] == "lists.example.com" {
    var.host = "lists.example.com"
    var.docpath = "/usr/local/mailman/"
    var.logpath = "/var/log/www/"

    server.document-root = docpath + "cgi-bin/"
    accesslog.filename = logpath + host + "-access-log"

    url.redirect = ( "^/$" => "/listinfo" )

    alias.url = (
        "/icons/" => docpath + "icons/",
        "/pipermail/" => docpath + "archives/"
    )

    cgi.assign = (
        "/admin" => "",
        "/admindb" => "",
        "/confirm" => "",
        "/create" => "",
        "/edithtml" => "",
        "/listinfo" => "",
        "/options" => "",
        "/private" => "",
        "/rmlist" => "",
        "/roster" => "",
        "/subscribe" => "")
}

If you want to access the webinterface only over a secure HTTPS-Connection (good for Password-Protection), you have to enable SSL-Support and add something like the following snippet to your configuration:

server.modules += ("mod_redirect")

$SERVER["socket"] == ":80" {
    $HTTP["host"] == "lists.example.com" {
        url.redirect = ( "^/(.*)" => "https://lists.example.com/$1" )
        server.name = "lists.example.com"
    }
}