If you go to your "User CP"
(<---linky) and look down the lefthand side, you will see an option for "List Subscriptions"
(<---linky). From here you can control the notifications for the threads you have subscribed to.
Note that posting in a thread by default subscribes you to it. If you want to change the default behaviour, in the panel down the lefthand side is a label, "Edit Options"
(<---linky). Under the "Messaging & Notification
" box you will see "Default Thread Subscription Mode
". It is there you can change the default subscription behaviour.