suprised no ones shouted greasemonkey yet this would be a fair simple script
when someone clicks the special "view your last post in this thread" button that the script will add
download
http://shoutbox.menthix.net/basicsearch.php?action=search&uid=USER_ID
find what thread the person was going to vist
do a quick regexp to find the correct #pid
redirect the person to that post.