Say while you're away from the boards, five people respond to a certain thread. You go to topics with new posts, then click the thread title. You're then taken to the FIRST new post in that thread, not the fifth and final one. It sounds to me like you're commenting on that first post, unaware that there are four more posts after it. And when you comment, obviously your post, the most recent, will appear after those four you didn't know were there.
That, or you're just weird, I dunno.