For the last few weeks, we were working on adding the option to translate with WPML the sign-up forms and related messages coming from MailChimp. You can now download and activate from within your account download section the add-on MailChimp for WordPress Multilingual, this small plugin works together with MailChimp for WordPress plugin.
For a detailed tutorial on how to translate texts and features coming from the MailChimp service please read the MailChimp for WordPress Multilingual document.