There may be another way, but I know this works:
1) Go to your user name where it shows to the left of your post (say, the one you started this thread with)
2) Click on it and select "View member profile"
3) Click on "Profile options" in the upper right screen and select "Find member's posts" (or you can choose "Find member's threads" if you are looking only for threads you started).
I've used this as a way to find one of my own posts.