I don't really understand what he means by "newest posts first", unless he's talking about having a separate screen that just has all the new posts, from most recent to less, and their categories and posters and times, as I've seen this on other sites. Although I do use that on those sites, rather than looking through the sections in most cases, I don't know if I'd want to change the way you have things - I suppose if it came down to a possible change, a link to another page that DOES have that setup could work, but I don't see it being a vital feature.
He was saying that when you click on a Thread title you should see the latest Reply made to that Topic first rather than the Post made by the Poster who started it.
We have since added on Every Skin at the the top of Every Thread a link that goes to the latest Post made (even though there is one there already we just made it bigger and centered it).