Quote from MoonWitchBreadcrumbs at the bottom would do fine, I think. And a linkie to New Posts.
Guess you missed my post in the other thread: There is an icon to the left of the thread name which takes you to the first new post. :) I agree with Phanx: This should be textual, NOT an icon. I wouldn't have known it was there had I not moused over it and saw the popup.