There are several ways that the message boards can send you an email alert, generally this is done through the 'subscription' mechanism.
You can either subscribe to an individual thread, or an entire sub-forum. If you subscribe to a thread, then the boards will send you an alert each time the thread gets a new post, if you subscribe to a forum, you get an alert each time a new thread is posted in the forum, or a thread is updated in the forum.
In order to subscribe to a thread, scroll to the bottom of the thread and look for the spanner symbol (it's next to the post reply button and above the similar topics area). Click the spanner, and you'll see a few different topic tools, one of which being 'Subscribe to Topic', click that option.
Subscribing to a forum is even easier. Go to the forum that you wish to subscribe, and scroll down to the bottom. You should see a link in the footer marked "Subscribe Forum", click that link.
You can also remove a subscription from the User Control Panel. To to this enter the UCP via the dropdown in the header, and select the 'Manage Subscriptions' pane from the Overview.
You can also manage how the boards alert you, via the `Edit notification options` screen. This is also in the User Control Panel, and can be accessed from the `Board Preferences` screen.
One other thing that can be done via the `Board Preferences` part of the UCP, is change your default setting for notification of reply. Selecting to "Notify me upon replies by default" will automatically subscribe you to topics that you have posted in.