If you tried changing it in Alert preferences, try going into Preferences and changing it there. Also, be sure that you're going all the way to the bottom to 'Save changes' when you're done.
I've solved the mystery. Once you've turned off alerts, you are still going to get alerts to old threads unless you shut it off in those threads. If you go to one of those threads you are getting alerts to, click on the "more options" tab below the reply box. You will see "options" at the bottom with a "watch this thread" and 'receive email notifications" and they will have blue checkmarks in them. Uncheck the boxes. The only issue is that you will have to respond to the thread to have it be successful.