I think that this problem happens with the banners because when you do a search (such as for new posts) and then work your way down the threads shown in the search, by clicking on the threads, and then going back to the list, the banner appearing at the top doesn't change, but the link behind it does. So if you click on the banner, you go to the current link, rather than the one that was current at the time you did the search.
The only way to avoid this is to refresh the new posts search after reviewing each thread, and clicking on the banner immediately.
Hope this makes sense.
Matt