I figured out what to do:
I installed the Exec_PHP plug-in and then I could use whatever PHP I needed within a page or post.
so in the “HTML” view of a post, I just put in <?php mc_display_widget(); ?>
and it showed up with the css formatting of my theme.
I still haven’t figured out how to edit the MailChimp code to look a little better, but the plug-in makes it work.