I've been working with drupal for a while, and have been frustrated a number of times by the fact that the comment module is used without modification to enable forum threads. This causes minor issues like my own confusion after I installed that I have to enable COMMENTS on forum topics to get the forums working, which is counterintuitive, to the fact that users have to click on "add comment" to reply to a topic. This may seem logical to you, but not to any of my users.
Now a bigger problem is that if I have comments set as no access for anonymous users, but forums are set as can access, the forums topics are visible, but if a user goes to them it appears as if there were no replies. This is useless behavior.
Also, if I disable the subject line for comments, it disables them in the forums too!
Forums need to have separate configuration for the comment features. They are significantly different from regular comments.
Comments
You can set comments be
You can set comments be available on the same page where forum thread is. So, there will be no need to click Reply.
As for other issue, are you using Drupal 4.6.6 or any older release ?