It will only take you back several pages if you made a mistake on step 1 and ended up at the wrong page. You need to watch the status bar (or the status non-bar in more recent browsers) to see what the link is before you click it. If the link is to http://flyertalk.com....-new-post.html, it will take you the exact same place clicking the on the forum index page would have taken you. Before clicking you need to be sure the link is to a real thread page with an anchor similar to #post1234567 at the end of the URL.

Also note that a bookmarklet and a GreaseMonkey script to circumvent this problem from the user side are now available. ^