I also do not suggest that you buy lists but if you do, here are a few tips on how to "clean it up" if you do.

First and most important thing is not to try and sell to the list that you bought. They don't know you from a bar of soap. First get them to trust you before you include try to sell ANYTHING.

Set up a separate domain, with a separate autoresponder that allow you to import your new list. You main even want to do it with a separate hosting provider as you don't want your main business to suffer if you are reported as spam. It is really that bad when buying lists. Set up some REALLY GOOD content that you send to your new list in the new domain and send it out as 5 day course with new content every day etc. Get them to trust you with the free content and if you have any of the list traffic left (they didn't unsubscribe) send it over to your real sign up on your real site with another free offer of a video or special report etc. DO NOT TRY AND SELL TO THEM yet.

Once you have them in your real list and autoresponder you can take them through your normal sales process.

Hope it helps