There is a light gray bar directly bellow the last post of this thread. On that light gray bar on the left side there is the subscribe button. It has a check mark next to it.
Yes but, uhhh here is a picture of what I'm looking at. I have a subscribe button.
A bookmark lets you find a thread easily. If you book mark a thread you can go to your user control panel and there will be a link to it there. Subscribing means you will be notified everytime a reply is made (I think).
I have no idea why I have a subscribe button and you don't... Perhaps someone else will be along soon who does.