MrMartian I've tried doing a user install of Mailman a few times here and I don't think it's possible due to the degree to which Mailman integrates with the MTA on the mail server. We're still looking at how best to host Mailman on our platform and hope to have a managed setup in place soon.
You'll definitely need to get your Mailman archives from WF if you want them to be available here once Mailman is avaiilable. You'll also need them to export your Mailman config and your subscriber list.
Regarding the rolling 24-hour mail limit, we can raise that for you upon request, just email support and we'll get to it right away.