It is rather difficult to find.  At the top of the page, click the "Me" link, then Profile, then the Edit "tab".  There you can customize your profile, and at the bottom of the page there are settings for email notifications.  You can also subscribe to individual threads using the Subscriptions section at the end of the thread (sometimes it is collapsed, so you have to click it to expand it so you can see the check box).

Subscription is enabled there and i always subscribe every post i want manually (no i have enabled autosubscribe additionally). Also i have switched subscriptions to plaintext. Will see if that change anything.

 Let me know if you continue to have problems with this.  We're making tweaks to the notification service and overhauling our very confusing profile area shortly.

so far i didnt get any notification, not about your message, nor about some other new messages in my threads

I noticed that I received a private message yesterday afternoon but never received any e-mail notification of the fact.  I checked under my Notifications but didn't see an option to enable/disable notifications of new private messages.  Is this out there somewhere and something I'm just not seeing?

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today i've got an email notification about .peter's last message

Thats great