first, go into customization settings and click on the option that has your messages delivered to privatie message box instead of e-mail.
then, when you subscribe to a thread, you will get private messages. you will be notified through the PM icon right under the Anandtech logo, in the top left hand corner of your screen. it will show you how many provate messages you have. you can jst click on that to see your messages
hope this answered your question, didnt do a great job explaining it.