When you first go into a forum, near the upper left corner will be a link that says "Subscribe to this Board". That board will then appear in your User Control Panel (accessed from the User CP link at the top of each page).
As far as seeing which ones you've participated in, we're looking at that feature to determine how much of a load it adds to the server. We'd like to get through the next week or so, and see how things are shaking out before we do that.
Thanks,
Pete