For topics you have posted in, the Alert box will indicate new comments. Clicking in the alert box will show you the list of such topics (and the number of new comments in each). Clicking on items in that list will take you to the first unread post in that topic.
unread posts

I think you need to track the topics...click on the little "track this forum topic" box. Then every time there is a new comment, you get the alert and can click on it. Or see the list of new comments on your Home page.

Thanks :) both useful approaches - but neither are the way I was hoping to use the forums :) it doesn't make sense to track large numbers of topics, and I may not have posted in them all...
if you use one of the three main forum software packages: vBulletin / PHPBB / IPB then all have the same ability - they track what you have read etc. so that when you return to a topic it starts you at the point where you left off...
Alasdair
If i have read a thread on a forum, go away, come back and there are new posts - how do I go straight to the first unread post? or is it not possible?
I know there is an unread posts option but I want to do it from the forums - so if I only have a few minutes I might wish to just check posts in one forum etc. On other websites when I get to the forum - the icon showing new posts - if I click on it, I am taken to the first unread post - doesn't seem to do that here...
Alasdair