Yeah, this is why we usually have two kinds of backups: the system backup (the whole thing as a whole in case of a machine failure) and a file backup where you can pick and choose. However, since I never backed up a forum throughout my career, I don't know what's available to you. It depends how threads and posts are stored with your forum engine. Sometimes, that level of granularity is not possible or very very expensive (example: if it is stored in a single database, a database rollback can become tricky because you will lose something to restore something else).
The other method is a "snapshot" backup every 5-10 minutes. In the event that something happens, you can simply delete the last snapshot. This however can consume great deal of disk space.