EMailing a Post or Thread
To email a post, simply navigate to the post and select "email post" from the bottom set of buttons (near reply, quote, notify, etc).
From this "email post" screen, you can select to mail yourself:
Just this post
This post and all replies
The entire thread
EMailing a Private Topic
When viewing a Private Message, simply click the "EMail Topic" button from the bottom set of buttons (near reply, quote, etc).