If I understand correctly you have a footer on every page with a link like this: (correct me if I'm wrong)
<div id="footer">
<a href="/newsletter/subscribe.php">Subscribe to newsletter</a>
</div>
Let's say you're on a page with url
/article/20100924
and you want to go back to that page after processing /newsletter/subscribe.php
As usual there are several possible answers to this.
If configured correctly there should be a $_SERVER['HTTP_REFERER'] variable in the server array pointing back to the page where the click originated you could use that, and after processing the form simply put
header('Location: '.$_SERVER['HTTP_REFERER']);
at the end of /newsletter/subscribe.php
If you don't trust $_SERVER['HTTP_REFERER'] to be correct you could put the originating page into the link url like this:
<a href="/newsletter/subscribe.php?backurl=%2Farticle%sF20100924">
Subscribe to newsletter
</a>