I'm not entirely sure how the e-mail thing works. When I first registered, I had my profile set to notify me of all responses to threads where I posted. It worked perfectly, but then I began posting like a madwoman and didn't really need the feature. To this day, though, if someone replies to one of those old threads, I get an e-mail.
I have noticed that simply checking the "notify me" option for any particular reply is buggy. If you want notifications on all threads you post in, best check the option in your personal profile.