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Or, whenever you create/reply to a thread, there's an option under the text field that says "Thread Subscription" and you can subscribe there without the extra step in the main window.
 
Or go to the User CP (it's in the menu at the top), go to Edit Options in the sidebar, scroll down the page part way and you'll see:

Default Thread Subscription Mode
When you post a new thread, or reply to a topic, you can choose to automatically add that thread to your list of subscribed threads, with the option to receive email notification of new replies to that thread.
Default Thread Subscription Mode:

Select Instant email notification from the pop up, then scroll down to the bottom of the page and click Save Changes.

For any threads you've posted or replied to, you'll get an email notification when there are new replies.
 
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