This is one of them things that I need to do testing on to make sure I don't goof something up before I do it.
Did you go into each forum, then click the 'Notify' button?
In your 'Profile' > 'Notifications and Email', at the bottom, in the ''Current Board Notifications' section, you want to see every forum listed there.
For any that are not listed, just go to that forum and click the 'Notify' button to add it to the 'watched' list...
I'm thinking that this means that you'll get modified of any posts, new or reply's, to any of these forums (making the individual 'Topic Notifications' kind of redundant)... but I'm not certain that is how it works...