Well if you are everytime you post in a thread for the first time it "subscribes" you too it. If you go into your User CP down on the left side it will say list subsriptions and it will have a list of all the treads you have posted in or created.
OH man is you haven't done this before you'll have a **** load ha ha
you have to set up your subscriptions. if you dont, then it wont add new ones automatically.
and if you do subscribe, then all you have to do is click USER CP and any new posts to threads you have replied to are automatically updated for you in one central location.