If it's your own thread, I think you can subscribe to it and it will notify you when it gets new posts (I'm not sure though, I've never done it). Otherwise yeah, you just have to keep going back to your post to see if anyone replied.
Open your "user control panel"
Under the "your control panel" header
there is a "Settings & options" menu
click on the "edit options" tab
this wil open the page that has the "Messaging & Notification" block
and there you will find "Default Thread Subscription Mode"
select the mode that email notifys you when you have a new post in a thread of your own, OR one that you subscribed to...