Thank you Samuel and MattyRob.
I did see comment-reply-notification, and I was aware of that settings under ""Auto Subscribe". But both requires manual intervention, for each subscriber for each post.
I was hoping to be to be able to subscribe an address to all comments related to all posts of a given category (like subscribe2 does, but for comments, not posts).
For example, there is this plugin: http://wordpress.org/extend/plugins/cbnet-multi-author-comment-notification that sends notification on all comments, for all posts.
But the power and flexibility that Subscribe2 offers, i.e. being able to select by category, is missing.
Thank you very much in any case!