Click on your "User CP" in the upper left of the menu bar. That will take you to the User Control Panel. Click on the "EDIT OPTIONS" on the left side of the User Control Panel. Scrowl down to the "Messaging & Notification" box. Go to "Thread Display Options". Then "Thread Display Mode" and make sure "Linear - Oldest First" is selected. Then save it.
If you are in a thread, look at the right side of the menu bar at the top. Click on the "Display Mode" and select "Linear".