OMG what a pain! yes i’ve already upgraded my domain to wp 1.5 and i spent the past 5 hours writing how to add the threaded comments back for v1.5. it’s easy for myself to add it back; i just kept my old index.php and my old wp-comments.php. if you want to do that, DO IT. if you do that, you can just add the following two functions to your wp-includes/comment-functions.php
GRAB the old dodos_thread() function for your old wp-includes/functions.php and move it to the new wp-includes/functions.php
add dodo’s modified wp_notify_postauthor() to wp-includes/comment-functions.php
otherwise download my guide here – again it took me five hours to write and figure out coz they freaking changed A LOT of code @_@ arg i will never do it again next time they release a new version.