How about a screen cap of the forum permission for the unregistered usergroup for one of the forums he should be able to get into? (Can View Others' Threads is set to Yes, right?)
Something else to check is if a modification is causing the problem. Try disabling your plugins and see if you still have this problem.
Note: To temporarily disable the plugin system, edit config.php and add this line right under <?php
PHP Code:
define('DISABLE_HOOKS', true);