Agree - best bet is to send a direct link to the password recovery page.
Although it would be good to have some form of email link that could be sent to users, that contained their username.
For example
www.yourforum.com/threads7/lostpassword.php?username=fredWhere the forum software was able to generate this link in an email to all users using the existing database. Likewise this kind of link could go on the bottom of any emails sent from the system, for example subscription emails for topics.
Idiot proof links are good