Because of traffic levels, the forums don't always update the "read" state of posts right away. It'll take you to the first unread post from your current session. Therefore, if a thread was newly created since you last logged in, and expands to 3 pages, you'll still be taken to page #1 when you click the "first unread post" link.

Just click the last page link. Or go and have a cheese sandwich away from your compy, then come back.

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If the world is to be destroyed, so be it. If my fate is to die, I must simply laugh.