For users who login, the default setting is to send message notifications. The overall setting for a user is set by clicking on the "My Profile" link in near the top of the left column. The setting is "Send notification for all new messages" and can be "yes" or "no". Obviously, if you want notifications, make sure it is set to "yes". Next, each time you reply to a message or start a new thread, there is a checkbox below the editing box that says "Notify when a reply is posted". Make sure that is checked when you post. Third, each thread has a link at the bottom that says "Watch this topic." You can always click that to get notifications. You should only have to do one of the above.

The system does not send a notification for every reply to a thread. If there are additional replies shortly after a notification has been sent, it will not send another notification. Also, I have seen the notifications be disabled for no apparent reason. That's probably a fairly obscure bug in the system because it doesn't happen often.

If you notice that you are not receiving notifications, check the "Watch this topic" link on the thread to ensure that it is on. Also, keep in mind that some notifications may be getting caught by your anti-spam filters.