I use the 'more' tag on www.epldiscussion.com - But when you goto the categories and the posts related to that category come up the 'read the rest of this entry' is missing. Is that just the way it is?
That's not the way it is supposed to be. The more link should be present regardless of how you arrived at that post. If you switch back to the default wordpress theme, does that fix the problem? Maybe your current theme is just missing some code?
I believe the "more" tag in posts only works in instances where "the_content" tag is used within the theme. Your theme may be using something like "the_excerpt" tag instead for the pages in question.