Subscribe by email plugin throwing a 404 page

Edit: As I wrote this I had this dreaded feeling that my "instructions followed to the letter" claim would somehow turn out to be untrue. My instincts were right. I added subscriptions.php to wp-admin and, can you believe it, it worked!

Ignore what follows!

I've installed the Subscribe by Email plugin and activated it on a test sub-blog as per the instructions (to the letter Sue ). When I click Subscriptions/subscriptions I get a Page Not Found. Subscriptions/settings displays as expected but the Save Changes button returns a 404.

I'm on WP3.0 (upgraded from WPMU). Site is and sub-blog is