Yes. This occurs routinely. I respond by going to the page where one's personal settings are set and punching the "mark everything as read" button -- twice.

I also have the maddening experience of being signed-in on this board, opening IE in another window, looking at something, coming back to the board and being signed out, as an apparent consequence of having the audacity to have two copies of the same browser open and on-line at once. Grrrr.