There is a "New Posts" link, maybe there should be a "New Threads" link. It would be sorted by most recent thread creation times...just a thought.
The thing is that the Opening Post in a new Thread is classed as a New Post when it first appears. So it will appear in the New Posts page. It's standard Vbulletin coding for the new posts page, creating a new threads one would require a bit of hacking about considering the actual forum works first based upon post, then assigns the posts to location in a thread. (Posts can be moved between threads this way, or posts can be deleted without effecting an overall thread unless they are of course the Opening Post)