Go to your User Control Panel (available in the upper-right of your screen).
Under "Subscribed Threads" in the left panel, click on "List Subscriptions".
Place a checkbox next to any threads (on the right) you no longer wish to be notified on.
At the bottom, find the drop-down box that's labelled "Selected Threads:". From there, choose either "Delete Subscription" or "No email notification". Click "Go".