If you received an email notification indicating that your "thread" or"post" was replied to, it means that you have checked the option of receiving emails for post replies, AKA "Subscribed to a thread". To find out, click the link for "user cp" at the top of most boards and you should see which threads you have subscribed to.
If you have problems, come back here and let us know. We'll look for the reply for you.
Oops. Chris snuck in before my reply went through.