This will alert the person that the message did not originate from the list. If they reply, it will go to you anyway, but it will be less confusing. Avoid sending only a joke or a list of jokes. If possible, add an introductory paragraph to that effect. This will alert recipients to what is happening.
Web links are a great way of conveying information.
They are low bandwidth, and optional reading on the part of recipients. It is a free, web-based list serv that has been set up for the members of the Denver Astronomical Society to use for discussion of topics relating to Astronomy, or similarly appropriate subjects. We expect the members to use their own judgement. I honestly can not make any promises, but I have been on another list from their site for over 6 months, and I have not ever received one junk e-mail that I can attribute to them. I can usually tell how someone got my e-mail address, and most of the time it is because I gave my address to some online business.