On my shared-host site, with cpanel, the phplist script does not work (because BASH is not installed). Also the server does not have the CLI version of PHP5, so I was getting HTML output from the cron job. Here's what finally worked (using phplist version 2.10.5):
Well, I spent two hours composing a solution that I think would help many people on this subject, but the system won't accept it (it thinks I am spamming). Contact me if you want my solution. I had to edit index.php in admin AND create the cron job properly.