It's because there is something on the page that was retrieved via HTTP POST. If you change the setting krzywica mentioned it wouldn't happen anymore...but, you can eliminate the problem by changing the way you view and read new threads.
When you log in to the forums, click on 'New Posts' to get a list of the new threads. Then for each thread you want to read, open it in a new tab or new window and close that tab or window when you are done. This way you never have to use the back button to go back to the list of new threads. When you are done reading and/or replying to the threads that interest you, click on Quick Links->Mark forums read.