Actually, when replying to a thread, where I want to read the whole thread, I've got in the habit of opening the 'reply' in a new window. (in IE, right click -> open in new window). Not perfect, but it works well enough.
I've also been a little confused by the "Comment on" link. It seems that each time I'm away from PM for a while, I forget that it's a link, and so forget how to respond to a top level post.