I followed the guidelines http://www.zimbra.com/forums/adminis...man-howto.html and settings worked like a charm. Mailman has been integrated and is forwarding and receiving messages normally.
The only problem is Mailman web interface that simply does not load in Zimbra's Apache. I checked Zimbra 8 uses Apache 2.4.4 and is not running CGI scripts. I checked the module_cgi not even included in the list of modules (/opt/zimbra/httpd/modules) and I figured that might be the problem.
There is the option of inserting modules via Zimbra or should I install the module (file copy)?