Go to your User CP (Control Panel) and in the left-hand column, you'll see athe heading, "Settings &Options" and a link for "Edit Options" under that.
Click on Edit Options and scroll down to the second sub-section, "Messaging & Notification" The second section under that heading is "Default Thread Subscription Mode" clik on the drop down to make your choice.
If you want to keep track of threads you're interested in, but haven't posted to, simply click on the "thread tools" heading at the top of the thread and choose "subscribe" - no need to even post to it!
hope that helps