You are talking about transactional emails - we aren't built for
those, but you can use psuedo-transactional campaigns as a workaround:
http://www.mailchimp.com/api/how-to/transactional-campaigns.php
If you use those, pay very careful attention to the documentation,
especially the caveats listed.
If you only need this "confirmation email", consider using your list's
Confirmation and Welcome emails during the double optin process.
Finally, DO NOT abuse test emails like that again. Doing so is a quick
way to get the attention of our compliance department and get your
account suspended. Even if you do, you'll find that there are limits
on the number of them you can send.
jesse