You can use an autoresponder service such as aweber.com, where they optin and you email them a welcome with the report attached or give the url for the report.
Or you can go a notch higher and create a membership site like Viral Sales Generator, where they optin and they can download the free report and any other downloads you'd like to offer over time.
Of the two, the autoresponder system is cheaper and it's hosted so you don't need your own server/hosting solution. The membership one definately allows you to build more of a community with your optins and allows them to spread the word for you about what you're doing.
Hope this helps! I gave you my links on these too, but there are other services that do the same stuff ... these are two of the better ones.
If you signup for an autoresponder service, this is by a third party provider - they will give you a bit of code that starts < FORM> and you just paste this into your website, where you want the signup box to appear - this is the bit where it says name - email - send button
If you install your own autoresponder script on your own website - this is only for more experienced people! - then the script will give you the < FORM> code above, from the admin area of the script itself
Depending on what you website is about, you can either have a newsletter signup box down a column, or make a big pitch for peoples email by making an offer of some kind linked to a free report or something. This is the standard way to do it for marketing type sites
The most important thing to do first is to start drafting your messages for your autoresponder series. Remember if the idea is to sell something by your list, then you need to get a link to those products into the email series itself. One good way to start is list say 10 products you would like to sell, say as an affiliate, then work out the general theme of the product, and then write a short email NOT about the product, but about the general theme of the product - probably without even mentioning the product by name. Say if I am selling anti virus software, I would write a short email about anti viruses in general, and then right at the end, you can have a "to find out more click here" type link
You will need to do alot of learning about how to actually craft emails for the best results - this is a very specialized skill, and like everyone you have to start at the beginning, and learn from your mistakes. It took me quite while to learn how to do it properly. If you dont get many sales to start with, then gradually you need to learn how to change your email to the best kind of format. Most people are really poor at writing emails, so it is a very stepp learning curve
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