Double opt in with Mailchimp not working

Hi,

I just set up the spin wheel for my website, including the checkbox for consense of the terms and conditions. However, when I get a new email address to my MailChimp list, there`s is no additional double-opt-in confirmation email going out to the customer (which I set in Mailchimp itself).
How can I ensure that I send an automated Double opt-in confirmation email out o Mailchimp once I get a new email address?

If thi is not possible, the plugin won`t wor for me (legal issues).

Thank you!
Patrick