At the top of each thread (above where avatars are) is a link called "Email me when someone applies". Clicking it will send you an email. You'll also get your own replies!
If that link isn't there, then on the sidebar on the right, you'll find "Edit Your Profile", click it and at the bottom of the section titled "Site Options" select "Yes" under "Enable Comment Notifications", and then save. You should then have the link!