THINKDIGIT.COM is same as thinkdigit.com. Capitalization in domain names does not matter.
The forum is installed in the /forum directory(aka folder). Directory names/folder names are case sensitive, i.e, forum is not same as FORUM.
By typing in it capitals, you are actually trying to access a folder FORUM which does not exist. So its obvious that you are getting the error. It not a bug, but a normal response.