They are just following links. You can control this with robots.txt. Here's mine, which I think I got from a post from Scott on vbulletin.com. If your forum is in a sub-folder, such as "forum", then you'd need "/forum/attachment.php", etc.
Code:
User-agent: *
Disallow: attachment.php
Disallow: avatar.php
Disallow: editpost.php
Disallow: member.php
Disallow: member2.php
Disallow: misc.php
Disallow: moderator.php
Disallow: newreply.php
Disallow: newthread.php
Disallow: online.php
Disallow: poll.php
Disallow: postings.php
Disallow: printthread.php
Disallow: private.php
Disallow: private2.php
Disallow: report.php
Disallow: search.php
Disallow: sendtofriend.php
Disallow: threadrate.php
Disallow: usercp.php
Disallow: /admin/
Disallow: /images/
Disallow: /mod/