Thanks Shane. No, as always, no emails have been received even though I started this thread. I didn't realize it was supposed to do that only for thread you started. I'm composing this response in the "Post Reply" page. And the other three Options listed below (parse URL's, disable smilies, show signature) all seem to apply to anytime you reply, not just when you start a thread. And in the Edit Options page it says:
Use 'Email Notification' by default?
Using this option emails you whenever someone replies to a thread that you have participated.