The first thing to do is to set up dada as a stand-alone (access it from your browser address bar: mysite.com/cgi-bin/dada/mail.cgi) and get it working correctly, it has a tremendous amount of options.
Once it’s working the way you want, create a new module with this code:
include $modPath . '/dadamail.php';
Set its configuration to
&modId=Module ID;int;7 &modPath=Path;string;../assets/modules/DadaMail
and edit the module ID to the ID of the module you just created.
Make a folder in your assets/modules directory named DadaMail. Upload the attached file (remove the .txt extension) to that DadaMail folder. If you really want to, you can just copy/paste the contents of that file into the module creation textarea. I just prefer to do it this way.
Dada does use double-opt-in, but I haven’t used their registration feature at all, this is being used for a small private list that is managed manually. They have excellent documentation, though; it only took me an hour or so to figure the whole thing out.