At different times I use Facebook from my computer, or my Blackberry Storm (via the FaceBook BB app and/or the FaceBook mobile site).
I have unchecked the email option for "Comments after me on a Wall story" many many many times but somehow it seems to reset and I receive emails again. I think I my have narrowed the problem down to it resetting (to checked) whenever I log in using the Blackberry FaceBook app. I may be wrong. The only way I found to select/de-select this email option is from an actually computer. But again it resets somehow.
If you're actually logging off your FB account on your phone, that will reset your notifaction options in FB. I had the same problem and it stopped when I just stayed logged into FB on my BB and just closed the app on my phone.