Well, aside from the default.css and the css for the housemenu it validates (felt a bit happy about that) BUT in the process I decided to strip down to some sample skins/containers to see if they would make the difference.
Before going further, as summary:
my original skin works fine on the main page of the site where I fill my regular panes ('contentpane' and 'dashboardpane'). The 'anotherpane' is visible false and since there's nothing on it it just doesn't appear. And no problem with divs. Also, the modules were the links module and text/html.
In the 'forums' page I put the forums into the 'anotherpane' (lacking a good semantic term there if you hadn't noticed) and the closing div failed to materialize. I wrapped my div tags in html comments (in my skin/containers) to identify them and they all appear nicely. The one that missed was one generated by DNN.
And, as I mentioned, I decided to simplify things for testing. I left the container the same since it's already only a div tag for content. Then I made a simplistic skin with just the divs related to the "panes". A nothing skin with only 3 divs -- nothing should go wrong. And with the forum added that extra div that dnn generates does NOT appear. Weird.
However, the forum developers claim to not be adding the div. No divs in their formatting they say. The div looks like this:
<!-- Start_Module_370 --><div id="dnn_ctr370_ModuleContent">
On other pages (without the forum) I get
<!-- End_Module_369 -->
</div>
but not on the one with the forum. Instead it produces:
<!-- End_Module_370 -->
</table></div>
<!-- previous div ends simple container --></div><!-- anotherpane closes with previous div -->
Note that the 2 divs there are from my container and my skin.
If anyone cares to experiment/confirm/debunk: here's the container and skin for download (sorry they're not packed, you'll have to ftp to install).
http://web.omnidrive.com/APIServer/public/D5YjLkGxHrctLaWSSidYCKW1/SimpleDimpleContainer.zip
http://web.omnidrive.com/APIServer/public/voaWapg5QhMUhzrBv06QWwJw/testskin.zip