Don't "Reply" to a subject that is unrelated to your question. That causes the "In-Reply-To" header to refer to the old thread, causing threaded mail readers to display your new subject as part of the old thread. Instead, compose a new e-mail to start a new topic.
Also note the References: header, which lists all earlier messages in the thread. This can be used if the replied-to message isn't available, so that the message can still be linked into the thread.