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Surfer101 - 10:16 pm on Dec 24, 2009 (gmt 0)
It was a 2 word keyword that isn't too competitive, but either way, it shows that forum links and anchor text are taken into account.
I had done the same experiment as willybfriendly. Only about 100 posts in the forum, but by changing the anchor text I was able to make it from page 2 into the top 5.