What do you have set at vboptions > Cookies and HTTP Header Options > Remove Redirection Message Pages
Quote:
Enabling this option will remove the update pages that are displayed after a user makes a post, starts a search, etc. These pages provide assurance to the user that their information has been processed by the forum. Disabling these pages will save you bandwidth and may lessen the load of the forum on your server.
Note: Some pages will still use the redirection page when cookies are involved to prevent some potential problems.
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(Although I have that as Yes on my site and I am pretty sure you still get that message after you make a post that goes into moderation, so I'm not sure if that is the culprit.)
Have you tested this by using a test user?