Actually there are several ways. The simplest I believe would be "reverse order" on the replies. You access this thru general settings (licensed version). It puts the last post on top, not buried several pages back (again I say I think, I haven't tried it).
Next would be to use a couple hacks. There is one hack that puts an anchor tag next to the subject in each reply. I think you would also need the multipage hack, as well as the last post by hack that links to the post not the users profile.
I have not done this, but you're right it is annoying having to flip thru. (great for banner impressions but lousy for click through averages..LOL)
Hope that helps,
C_P
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