This happens to me, too, sometimes - it is very irritating, isn't it? What I find I can do to avoid it, is as follows: the first time I come here in the day, I go immediately to
http://www.amitymama.com/vb/index.php and click on the "view all new posts". If I do that before trying to read any PMs or following URLs from my subscribed-posts-emails, then it always works. I can then do other things, and sometimes then when I refresh the "view all new posts" page, all the envelopes are closed (ie it looks as if they've been read, when they haven't been)... but at least they're all there, all the way back to where I left off the last time. Maybe this will help you?
I thought it only happened to me, so I'm glad you brought it up! Anyone else? I'll be away most of this week, but when I come back, I'll look up this thread again, and send the link to Jo, who may be able to help.
My info - it can happen over dialup or T-1; I always use IE on a PC, running either Windows 2000 or Windows XP.