I believe there is already a few discussions about this on the forum already, do some searching around and you should find it. As for the 2nd piece, I think that pop-up box is simply shown to visitors without a cookie set; there is a bit of javascript that looks for the cookie, and if it finds one, it hides that box instead of showing it. There are lots of tutorials (and plugins if you use a CMS like WordPress or Drupal) available for this functionality.
I'm still waiting for a Marketo/Feedburner (or FeedBlitz, etc.) integration myself...