I were sure that I've seen some autonotification toggle for replies about collection songs. But now I can't find it. Does it exists?

It seems I've managed with everything myself: the system is that songs are a special Pages thing, you can find a setting for notification from Pages in your profile option under Notification tab. And when you add a song to collection you are simply follow it. So it looks like, that it is necessary to follow songs from collections, but you can disable songs notifications in above mentioned menu. Is that right?