Oh okay what's your perffered method the profile deal??
Well, for myself, if there's a particular thread I'd like to follow I subscribe to it (while viewing the thread, click on "thread tools" in the menu bar at the upper right, just above the first post and select "subscribe to thread"
To view your subscriptions, just click on "Settings" at the very top of any page. It will show any of your subscribed threads that have had new posts since your last visit. Clicking the little icon at the left of the thread title will take you directly to the first unread post in the thread.
For keeping up with my own started threads I'd do it from my profile (if i haven't subscribed to them)
That's my preference, but there are several ways of navigating around and keeping up with your threads that different people use. Whatever works best for you is what you should go with

A lot of members
do use the other features, I just haven't played around with them enough to really be familiar with them
With any luck, somebody more familiar with the inner workings of that forum feature will be able to offer some insight as to why that thread isn't showing up under "my threads"