This fix works Only for SQL Server 2005. RED parts are changes

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set ANSI_NULLS ON
set QUOTED_IDENTIFIER ON
go

ALTER procedure [dbo].[Forum_WhatsNewGetAll]
(
 @ModuleID int,
 @NumberOfThread int, 
 @UserID  int, 
 @FromDate  datetime,
 @ToDate  datetime,
 @Filter  nvarchar(500)
)
AS
-- Create a temp table to store the select results
CREATE TABLE #PageIndex
(
 IndexID  int IDENTITY (1, 1) NOT NULL,
 PostID int)
DECLARE @sql nvarchar(1000)
SELECT @sql =  'INSERT INTO #PageIndex (PostID)' +
  ' SELECT Max(PostID) As PostID' +
  ' FROM Forum_Posts, Forum_Threads, Forum_Forums, Forum_Groups (nolock) ' + 
  ' WHERE ModuleID = ' +  CONVERT(varchar, @ModuleID) +
  ' AND Forum_Groups.GroupID = Forum_Forums.GroupID' +
  ' AND Forum_Forums.ForumID = Forum_Threads.ForumID' +
  ' AND Forum_Threads.ThreadID = Forum_Posts.ThreadID' +  
  ' AND Forum_Posts.IsApproved = 1' +
  ' AND Forum_Posts.IsLocked = 0' +
  ' AND (Forum_Threads.ForumID NOT IN (SELECT ForumID FROM Forum_PrivateForums) OR' +
  ' Forum_Threads.ForumID IN (SELECT ForumID FROM Forum_PrivateForums (nolock) ' +
  ' WHERE RoleID IN (SELECT RoleID FROM UserRoles (nolock) WHERE UserID =' + CONVERT(varchar, @UserID) +   
  ')))' +
  @Filter +
  ' GROUP BY Forum_Posts.ThreadID'
Print @sql
EXEC(@sql)
SELECT  TOP(@NumberOfThread)
 G.ModuleID,        
         T.ForumID,
 F.Name AS ForumName,
         P1.ThreadID,
 P1.PostID As LastPostID,
         P2.UserID As StartedByUserID,
         U2.Alias As StartedByAlias,
 P2.Subject As StartedSubject,
         P1.Subject As LastSubject,
 P1.UserID As LastPostUserID,
         U1.Alias As LastPostAlias,
        P1.Body As LastPostBody,
         P1.CreatedDate As LastCreatedDate
FROM
 #PageIndex PageIndex (nolock), Forum_Posts P1 (nolock), Forum_Posts P2 (nolock), Forum_Threads T (nolock), Forum_Forums F (nolock), Forum_Groups G (nolock), Modules M (nolock), Forum_Users U1 (nolock), Forum_Users U2 (nolock)
WHERE 
 P1.PostID = PageIndex.PostID AND
 P1.CreatedDate > @FromDate AND
 P1.CreatedDate < @ToDate AND
 P1.ThreadID = T.ThreadID AND
 P1.ThreadID = P2.PostID AND  
 P1.UserID = U1.UserID AND 
 P2.UserID = U2.UserID AND
 T.ForumID = F.ForumID AND
 F.GroupID = G.GroupID AND
 G.ModuleID = M.ModuleID  --AND
 --PageIndex.IndexID <= @NumberOfThread
ORDER BY
 PageIndex.IndexID DESC