I don't know if this is the best way, but here's how I do it. I hope it helps...
1. Go to the main forum page (
http://www.defence.pk/forums/)
2. Open the section most relevent to your topic (eg. india Defence)
3. Click the "new thread" button (found at the top and bottom of the page.)
4. You are taken to a page similar to the one in which we reply to a thread, but you'll notice that there is no title. So enter the title and content you want, hit the submit button and you've created your own thread!!!
P.S. Please tell me if you find an easier way.