SELECT * FROM ThreadPosts WHERE threadId = "whatever" ORDER BY postDateTime LIMIT {postsPerPage*pageNumber}, {postsPerPage};

would work in MySQL.

And pages threads are useful for more than just load times - it helps you save your place. Instead of having to save something you can Ctrl-F to some file, you can just look up the last page of the thread in your browser history - or if you've set up your browser to re-open the last session's tabs, you're immediately back where you left off.