Setting up an email list

I want to set up an email group system, similar to google groups or yahoo groups, where we can not only send out newsletters and announcements, but anyone in the group can send a mass email, and everyone in the group is notified of any replies (I guess that's like the original email based forums, before bbs). It'd be great if we had that through our own site though, and not through google or yahoo.

I've found a few programs that sounds like what I want; Mailman, Majordomo, Sympa, and SmartMail are the ones I'm seeing most often. Any suggestions between those, or something entirely different? I don't care if it's free or not, I'm not the one who'd have to buy it. Oh, and the computers here are Windows, I just specify that because I'm seeing quite a few linux programs for this.

Sorry if this is newbish, it kind of fell in my lap.