You cannot do it for specific threads... Whatever option you have selected regarding e-mail notification (instantly, daily, weekly, or no notification) applies to all threads that you are participating in. You participate, or subscribe to a thread, as a result of posting on that thread. You may also subscribe to a thread that you have never posted on by selecting "Thread Tools/Subscribe".
What you can do is "unsubscribe" from the thread that you don't want to receive e-mails about. You could also stop all your e-mail notifications, and just check for updates to all threads that you are subscribed to by clicking on "User CP".