This is a known problem with the current version (0.9.6) - it only saves the last time you were in the forum, so if you use Previous/Next a lot, or make a habit of clicking the "Jump to latest" links, the next time you log in (even if transparently via an expired cookie or you having closed the browser) those threads will still show up as new.

I have a solution to the problem that is pretty much done; I'll upload it to the site later today.

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Jason Rhinelander
Gossamer Threads
jason@gossamer-threads.com