It's not the default setting. You have to set it yourself:
Open the User Control Panel.
Under "Options" on the left, select "Board Preferences"
Then select "Edit posting defaults", which will bring up the right form.
In the form "Edit posting defaults", click the "Yes" radio button next to "Notify me upon replies by default:" then press "Submit" at the bottom to complete the change.
After that, you should start receiving notifications to the e-mail account you used to register your user account at ILF.
(Let me know if I got anything wrong in that explanation, i.e., if it doesn't work.

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