You can either use the default "Subscribers" role for this or make one of your own. You can either auto-assign it on registration or you can make it an option in their profile.

When you are signed into teh forum here, click on your own name top right of the skin and view your profile. Then click the "Manage Services" link that will be displayed. This takes you to a page where you can add or remove subscriptions (roles that are set as "Public" when you created them).

If this section is not visible on your own portal then you may have disabled it in your profile properties settings in the admin menu. Have a look in there.

There are a handful of third party modules that can make this easier to find... one of them just lists the desired roles in a module and lets the person tick or untick the boxes. I've forgotten the name of it, but it's on Snowcovered somewhere and only came out in recent months.

There are other options such as Datasprings Opt-in or Nukealert which both allow unregistered visitors sign up for a mailing list.

Rob