Hi Chanan,
Well, the easiest way could be based on modifying the
Thread.ascx file from the current layout which generates the thread interface (
Customizing forum design). You could add a custom control to
Thread.ascx which gives users the ability to reply directly in the thread page and to add a new post to the current forum thread.
More information about Forums API can be found here:
Forums APIBest regards,
Michal Legen