I use firefox and when I look at the topic list I open a new "Tab" (try tabbed browsing, it rocks) for each category that interests me that has a new posts, then a new tab for each thread I'm interested in with new posts.  I then systematically read each new tab, responding if needed.

When I'm done with a topic, I just close the tab. 

Doing it this way, I only need to view the index once, so the new messages disappearing on me isn't a problem.

Firefox is D/L-able from www.mozilla.org.

It will have the side-effect of making your computer less vulnerable to browser-related security risks because they generally rely on internet explorer's ActiveX or other script-executing code.

--Flak