It just happened to me again this afternoon, and I'm pretty sure I actually saw it in the thread shortly after I posted it, but it's not there now. I posted to the "Obit: Sen. Wellstone" thread, and then Alice posted a note, and I replied to her post. Now my second post is not there.
One thing I am quite sure of is that there was no error in the way I submitted the post this time, and there was no computer freeze or "error" message (such as I get when too many people are trying to access the forum).
I'm wondering if this happens when two or more people hit "submit message" at the same time.