Besides setting up the option for members/visitors to subscribe to new comments and receive email notification as described on "Configuring Comments & Ratings Section: Comment Like/Unlike, Subscribe, Post Processing", you
can also set a notification option for members to be emailed when their comment receives a reply (if you have the Replies feature turned On, on the Add/Edit Page as described on "Add Comments & Ratings Section to your Webpage").

The Notifications set-up section is on the Configure Site > Social Networking > Email Notifications page.  To use the Email Notifications feature, mark the "Use Email Notifications Feature" to Yes.

To turn on a notification, make sure the Option text box is filled in, and then you can also choose the Default Setting to be On or Off.  Members will be able to customize their notification settings from their Edit Profile page. 

Similar to how you can configure the Subscribe Comments email, and the other notifications/member emails, you can also configure the member comment reply notification email on the Configure Site > Social Networking > Email Notifications section! You can choose to include the comment reply content in the email itself, as well as other info...just follow the instructions on the admin panel page.