No need to. Just a simple "thanks" and a note that the problem has been solved should suffice.
One reason why there is not the ability to close threads is because many times after a question is "solved", someone will come along and post a different (and sometimes even better!) solution. Often times, there are many different ways to get an answer, and it can be interesting/educational to see the various different methods.
You would just do this in a regular "Reply". Something like "Thanks! That solved my problem!"No need to. Just a simple "thanks" and a note that the problem has been solved should suffice.