I've been trying for days to unsubscribe from the djgpp mailing list. What am I doing wrong?

You should be sending your unsubscribe messages to listserv@sun.soe.clarkson.edu (not djgpp@sun.soe.clarkson.edu), with the contents being just "unsubscribe". If you have done that and it didn't help, write to the address djgpp-request@sun.soe.clarkson.edu (a human) and ask him/her to help you.