I'm not familiar with this, but I did ask some people over on another forum if they're aware of any problems with Mailchimp. I'll report back if they give any information.
In the meantime, I would suggest you look over your site for any signs that someone has tampered with it. Are there any new files that you can't account for? Has anything been updated recently that you can't account for? Have you (or LP) made any updates around the time these messages started appearing? Have all the PCs etc. you use to access your site been swept for malware and viruses? If you clean out anything suspicious (especially keystroke loggers or password sniffers), change all your passwords on everything (after cleaning).