Go to PROFILE at the top, you'll find the option in "Notifications and Email"
Actually I would also like to see forums go further allowing receipt of all posts by email and replying by email too - I much prefer email lists than web forums simply because emailing is so much quicker.
Trouble is none of the off-the-shelf forums that I have found (other than those hotsed for you) offer this facility.
I really can't understand it myself as it would be more flexible to have both formats integrated.
Actually what would be really nice is if a forum could simulatenously run itself as a USENET group so you could use newsreader software to access the boards.