This help page section details our Aweber integration:
http://www.e-junkie.com/ej/help.integration.htm#aweber
You've got the basics right, but note that you can also use the URL in a Common Notification URL (rather than each product's Payment Variable Info URL) if you just want all buyers subscribed to your list.
Buyers using PayPal Website Payments Standard should always be opted-in automatically (since PayPal's checkout site does not provide for an opt-in/-out preference), but other checkout methods will require the opt-in in order for their details to be submitted to Aweber. For buyers who opt-in, Aweber will send them a confirmation email with a link they must click to confirm their wish to subscribe.