Sorry now I really checked your sitemap, but I don't see any problem with it!
First I checked the sitemapindex.xml, there are quite a few forum sitemaps it is linking to, like:
forums/forum-sitemap.xml
forums/greece-f172.xml
forums/china-f138.xml
forums/united-arab-emirates-f288.xml
forums/immigration-uk-f50.xml
... etc
Perhaps you are referring to the -fxxx.xml at the end of the sitemap url?
Keep that in mind that these are sitemaps and not your actual pages, so there is no sense to cut the fxxx from the ending, as only robots will check it anyway! You wrote, that there are links like "forums/myforum-fxx.html". This is not true. The sitemapindex.xml only links to sitemaps not actual pages.
If I click on a sitemap of yours (forums/greece-f172.xml for example) I can see that the url of the forum is rewritten correctly (forums/greece.html), so the problem you written about is not present. If you check forums/forum-sitemap.xml, you can see that all of the forum url-s are rewritten correctly.
I think you confused the xml-s with the actual pages.
