Unless the forum is doing something weird in your browser, the way it indicates new posts is as follows:
From the main forum page, a category with a highlighted # symbol (the closest I can come to the actual one it uses) has new posts in threads under that category. When you enter a category, any threads with new posts have a # with a solid center.
I have noticed a few times when it fails to point me to a new post, however, so checking the time/date stamps in threads can be helpful. Also, if you really want to keep track of a particular thread, you can use "preview" when you post, then go under options and check "Notify me when a reply is posted" and it will send a message to the e-mail on your profile. On a thread, if you click on the little post-it note looking thing in the far right column, it will take you to the last post -- and usually by way of the last post you read.
I think the only reason I occasionally have glitches in getting the notifications showing up correctly is because I read from multiple computers at multiple IP addresses.