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Yep, it's probably the case that new members don't have this problem because when you aren't logged in it's defaulting to 'flat' instead of 'threaded'. Try creating a new account and then logging in.
To change this for yourself personally and for others who are already members, you need to go to change your personal preferences -> User Menu: Edit Account -> then scroll down until you get to 'Comments Display Mode' and select Flat from the drop-down box. Save your prefs and that should be it.
The members who have this problem, probably became members before you changed it in the site admin preferences from threaded to flat.