They are talking about a different subscribe feature. Subscribing to topics means you'll be emailed when there is a new post on it. You can't remove threads from the 'My Posts', I'd suggest using the bookmark feature instead. You can bookmark thread by going to the bottom of the thread and click the 'add to bookmarks'.
You can remove them anytime you want the same way, and you can access them just as easily as 'my posts', just click 'view bookmarks' above the logout button.