But you shouldn't need to rely on the page links as much as before. As people post to threads you'll begin to notice little blue arrows in the left-hand column beneath the folders. Click on these and they will take you to the last unread message in a thread. The board now remembers the last time you were in a thread and provides this link to take you to the first message posted after that time.
Ooo.. shiny. Actually on a thread-by-thread basis or just last time you logged into the site?
I've noticed a bug; it's listing the most recent post on some of the topics incorrectly - as in posts from different topics. I currently get the Icons post above listed as the latest post in the Modularity thread.