Those settings are for “Future” discussions. Those don’t affect subscriptions you already have set up.
To change your existing notifications:
Go to Your Stuff at the top of any forum page
Click on Profile
Click on Manage Email Notifications in the Actions panel
This will bring up a list of all your subscriptions where you can select individual ones to remove or you can click the box at the top of the list to select all on the page and then click Remove at the bottom of the page.