I suppose this question has been asked before but I can't manage to find it. :-/
I managed to change (translate) the language for the confirmation (subscribe) and the unsubscribe page and specify the custom link under "Customize subscribe process" and "Unsubscribe settings".
However I couldn't find a way to translate the "Invalid Email Address" page. Is there a way, too?
I'm afraid it isn't possible to edit that default text. Your best bet would be to add on an external script like this to check for the email address before submitting it to us, so that that error never shows.