first you need to subscribe to the thread. that is done in the the thread...

you click on the thread you are interested in. then click on thread tools. then click on subscribe. a page will open that allows you to subscribe and select if you want notifications when someone replies in the thread. the notification options are...

instant notification by email
daily updates by email
weekly updates by email.
no email notification

which means do you want to receive an email every time someone posts to the thread you are subscribing to, or get once a day notification of all replies to that thread for that day, or a weekly notification update of all that have replied in that thread during that week.

no email notification setting means you dont want to be notified when someone replies to the thread you have subscribed to.