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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