When you've clicked the 'New Thread' button, enter a subject for your thread (poll) and some information in the message body part as normal. Now, before you click 'Submit New Thread', scroll down to the "Additional Options" pane. You'll see a check-box to enable posting a poll, with a box beside it to enter the number of options you'd like in the poll (but you can change this later if required). Tick the box and then submit the thread.
You'll be taken to another screen which will allow you to adjust your poll settings and label the options etc.
Regards,
Rob.