CyborgSiren:
Your subscriptions aren't set to notify you at the moment. What they do at the moment is any thread you've subscribed to, when it gets a new post it will shown in your subscribed threads area, which is what you see what you click on
My Account, up there on the navigation bar.
You can get an email (not a PM) when someone posts in one of your subscribed threads.
To set that up, stay in the
My Account area. Visit the
Settings & Options section on the side menu, go to
Edit Options. Look in
Messaging & Notification. You'll see the second part of that section is Default Thread Subscription Mode. That's where you can pick your prefered method. :)