Ok, I'm now on SilverStripe 2.4.5 with the newsletter 0.4.0 rc1.
It looks like the Module is working fine now.
I can create type, draft, send email, use templates ...
I'm now trying to create a subscription page.
I went to Pages / Create / Subscription page, and I now have an error message: Error missing argument 2 for CheckboxSetWithExtraField::setValue ... (see attached screen shot).