If you'd like to receive an email to let you know that somebody has replied to a topic tick the box which say's:
Check this box if you wish to bookmark this thread.
Once you've done that for the first time click on Profile near the top of the page and then select Bookmarks and on the right click on Manage Bookmarks. At the bottom of the page you'll see a box which asks how you'd like to receive notification, you can choose None (which is the default), P.M or Email. Once you've chosen your preferred method (Email is recommended) click on Save Preferences.
You only have to do this once which is good news, just rememeber to tick the Check this box if you wish to bookmark this thread box each time you reply to a topic for the first time.
With private messages go to your p.m inbox and select Preferences. You'll then be asked whether you'd like to receive an email telling you about a new message and whether you'd like a pop-up box telling you you have a new message.