Not sure if anyone else had trouble with this, but I did. I know there is another way of selecting the threads manually, but I feel this is easier. Here is how to do it.
1) Under the title (where it says #of unread posts, subscribe, search this thread, preferences) click on the subscribe button.
2) If you are already subscribed to this thread, it will give you the option to unsubscribe on the right of the box.
3) Click it.