What does "threaded" and "unthreaded" mean?

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Threaded - Discussion board posts are grouped according to their subject. (For example, you might start a thread by posting on the subject of "How do I invest?" If I respond to your post, my post will be titled "Re: How do I invest?" and so forth.) 

Unthreaded - Discussion board posts are listed in chronological order. This is the default setting.