Ted, thank you very much for this detailed explanation. I fully agree with you, that would be a very nice feature to have, but this might be beyond what can be done in the short future. Let me explain a little the problem from what I can tell.
With an newsgroup client such as OE or Thunderbird, all the management of which message has been read, which is new, ... is handled by the software. The server only provides the information about what messages are on the site based on the request from the NNTP client. Web forums on the other side don't need anything on the client to be installed or configured (outside of the browser itself), which makes it much more dependent on the server in the background, especially if you want to be able to log in from different computers.
With the current implementation of CorelDRAW.com, the server knows and shows you if there are new messages in each forum compared to last time you logged in (they are color-coded) and you will also get an indication regarding which thread has new messages or not (the different icons are described in the site help). But at this stage, the server is unable to get you directly to the first message you haven't read. Keeping track of all that information would be great, but I can already see an IT nightmare to be able to manage the database access and size in a scalable way (yes Google can do it, but they also started fairly small).
We'll definitely keep in mind this request going forward, but for now, to get this type of feature for power-users, I recommend you use an NNTP client such as Outlook Express or Thunderbird. It would require quite a lot of changes in the background. For those who use the web forums, keep in mind that you always also have the link to the latest post in a specific forum and thread. By clicking on that link instead of the name of the forum / thread, you go straight to the end and that enables you to catch-up very quickly.
Regarding the option of opening a new window for replies, the feature is currently working as intended. Yes, power-users tend to have 10 or more browser windows / tabs open at a same time, but on average, usability for web sites indicate that you should avoid opening windows. I use Control-Click all the time, but then again, I put myself more in the power-user category 
Funnily enough, I currently mainly use the web-forums in Flat view and find them very easy to use. It's mainly because I switch from my private computer at home to my work computer, and information about what forums I've already read is not moving with me when I use an NNTP client.
I'll continue looking if there is anything that can be done here, but I would like to get the NNTP server working perfectly first.
Gérard