I went on a msghelp.net thread link on one of my old blog posts, but I got an error saying the thread didn't exist.  So I was wondering if it had been pruned, but searching the forum makes it come up fine.  They've both got the same URL, so what's going on here?

Where is the blog post, so we can see it happen?

Those links in your blog posts and forum posts are actualy:
http://shoutbox.menthix.net/showthread.php?tid=9%E2%80%8B7426
http://shoutbox.menthix.net/showthread.php?tid=9%E2%80%8B8196
etc...

The problem is with all your links to here btw.

Hence why it shows the "Thread does not exist" error.

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EDIT: and also some other links, like the ones in your signature, are wrong:
http://settings.messenger.l%E2%80%8Bive.com/Conversation/IMMe.aspx?invitee=5f%E2%80%8B04e84d27fa7db0@apps.%E2%80%8Bmessenger.live.com
http://www.ww-c.x10.mx/forum/member.php?action=pr%E2%80%8Bofile&uid=1

And thus probably many more on all your posts and forums....
For example, I got to a random post on your forums and it too contains wrong URLs where these three encoded characters are being added:
http://mwss.ww-c.cz.cc/download/?search=100+Trial+Pi%E2%80%8Bt

So I suspect you need to check all your links on all your websites and forums for this malformation.

Hmm...  wonder why they've gone like that then.  Maybe the database went weird or something...  tbh, doesn't really matter, I'm scrapping most of the stuff on that site anyway.  Was just wondering if it was an issue with this site or something.  :L

Note that %E2%80%8B is the UTF-8 sequence of the character "Zero White Space".
Hence, you wont see it when you hoover the link in a browser, but it is still there in the address...

This issue has come up several times elsewhere too (Google it) and seems to relate to copy/pasting. So, you might have this same issue in your new site (or elsewhere) too.