When you click on 'New Reply,' look below where you write your replies to where it says 'Additional Options.'
There you'll see 'Thread Subscription' with a drop down box where you can choose 'Notification Type.'
Choose which you like, and when you submit your reply you're all set.
If you want to subscribe to a thread you haven't replied in, at the very top of the thread you'll see 'Thread Tools.' Click it, then click 'Subscribe to this Thread,' then choose how you want it from the drop down box and finally click 'Add Subscription.'