Description of problem:
audit(1111187682.841:0): avc:  denied  { create } for  pid=11305
exe=/usr/bin/python name=before-upgrade-web.mbox
scontext=root:system_r:mailman_cgi_t tcontext=root:object_r:mailman_archive_t
tclass=dir

adding this to local.te fixes it:
allow mailman_cgi_t mailman_archive_t:dir create;

Version-Release number of selected component (if applicable):
mailman-2.1.5-31.rhel4.i386
selinux-policy-targeted-1.17.30-2.52.1.noarch

Steps to Reproduce:
1. follow the INSTALL.REDHAT directions provided with mailman
2. after setup is complete, try to create a list via the web interface
3. you'll get the traceback below, and the avc denail above
  
Actual results:
resulting python traceback:
Traceback (most recent call last):
  File "/usr/lib/mailman/scripts/driver", line 87, in run_main
    main()
  File "/usr/lib/mailman/Mailman/Cgi/create.py", line 55, in main
    process_request(doc, cgidata)
  File "/usr/lib/mailman/Mailman/Cgi/create.py", line 187, in process_request
    mlist.Create(listname, owner, pw, langs, emailhost)
  File "/usr/lib/mailman/Mailman/MailList.py", line 457, in Create
    self.InitVars(name, admin, crypted_password)
  File "/usr/lib/mailman/Mailman/MailList.py", line 372, in InitVars
    baseclass.InitVars(self)
  File "/usr/lib/mailman/Mailman/Archiver/Archiver.py", line 95, in InitVars
    os.mkdir(self.archive_dir()+'.mbox', 02775)
OSError: [Errno 13] Permission denied:
'/var/lib/mailman/archives/private/another-test.mbox'

Additional info:
Creating a new list from the command line works as expected.