Once you have gone through your profile settings and have verified that you have allowed emails from the SDL community site, there is a shorter way to change the notifications you get from the XyUser Forum.
Go the the XyUser Group page and select the Forum entry (second entry)
You should get the following page:
Now click on the little wheel next to filter button and if your notifications are on you will see:
Clicking on the 'Forum notifications on' entry will turn these 'off' (yes I know a bit confusing..)
Yet another way of changing/checking this setting is to scroll to the bottom of the page where you will see the setting for this forum: