Steve, this may be related to the Sidebars.
The anchor jump will occur if you issue it AFTER the page has been rendered (from the browser's location bar). However, I think IE is trying to execute the anchor jump BEFORE the block that contains the thread and replies is rendered. Since it is not rendered there is no known anchor point, so no jump occurs.
I'm wondering if the Sidebar is what is causing our block to be delayed because if you watch the rendering of the screen on a slower machine, you will see the Site's header and footer blocks completely rendered long before the senter (main body block and sidebar block) get rendered.