Ideally, provide a link to the message itself instead of a list of all the threads, because as a thread gets older and others get posted it moves down and then eventually off the page.
My guess is that the reason I couldn't find this one is because someone has already deleted it. My method forum perusing the forums is to use the New Post Since Last Visit link. If I spot spam in that list I delete the post and thread immediately.
I wouldn't mind if people e-mailed me directly to let me know there is a spam message someplace, preferably including a link to the actual message for easy deletion.