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The only way that this would not happen would ne if you cleaned p iyour cache or your cache or size of your temp internet files was rather small so that the cache was auto-purged
Xheck your browssr settings
For internet explorer look under tools / internet optiuons and then under browser /setttings
increase the size of allowabel disk space.
Also do a test and see after you click on a number of items go back to discussion forum and view the files andd see whether they are in the directory of temp internet files EACH MESSSAGE SHOULD BE ANOTHER FILE IN THE DIRECTORY teh name is teh number.
Hope this helps