Actually with some Googling I found out how to do this.
HOW TO REMOVE DOUBLE OPT-IN PROCESS
1. Login to WordPress
2. Go to Plugins > Editor
3. In the drop down on the righthand side, choose ‘Mailchimp’
4. Click on the link titled ‘mailchimp/mailchimp.php’
5. Do a search on the page for ‘listSubscribe’
6. You will find something that looks like this:
$retval = $api->listSubscribe( $listId, $email, $merge, $email_type);
7. Add ‘false’ to the end so it looks like this:
$retval = $api->listSubscribe( $listId, $email, $merge, $email_type, false);
8. Search for the text ‘Success, you’ve been signed up! Please look for our confirmation email!’
And change this so it doesn’t say ‘look for our confirmation email’, as they won’t be getting one anymore.
9. Press the blue ‘update file’ button at the bottom of the page.
DONE!