I'm not sure if you can subscribe using WAP...but when you are on a computer when you're in a thread there is a button that's says thread tools (probably not the exact words) anyway when you click there you get your options on subscribing and how often to notify you...hope this helps
Posted from my CrackBerry at wapforums.crackberry.com
If you enter a comment in a thread on wap, you are subscribed to it. if you want to check a thread you have posted to while using wap, click the UserCP button, then click subscribed threads, and a list of the threads you have posted to will come up.
Posted from my CrackBerry at wapforums.crackberry.com