I don't know if it is just me, but I've noticed something bizarre when using this forum.
If you're in a thread that has more than one page and you use the PREVIOUS/NEXT toggles in the bottom right of the screen, you'll shift threads, NOT pages within the thread you're looking at.
If it is only a single page thread those 'buttons' aren't down there, I don't think.
BUG, or user misconception? You be the judge.
