I know what JJ speaks of.  When you click on Your Posts, it shows all threads that you have posted in.  I always check this to see if anybody has replied to any of my messages.  If there is a new reply, then that message is moved to the top of the list and the little chick shows up to show that it has unread replies.  If I've posted something in one of the never ending threads, these threads continually show up although I may no longer be interested in the thread.  It's just the nature of the how it works, I doubt there is any way around it.
By the way, before reading this thread I had never noticed the options at the bottom to Subscribe or show Your Posts.  To get to Your Posts I have always clicked on Profile and then Show All Posts to get to the same thing.  A long time ago I had asked for a Your Posts options to be added to the top menu bar.  I was told that couldn't be done and to just keep accessing it via Profile and Show All Posts...