I totally agree, Marziotta. But can you explain when/how this would be used? The sentence is pretty unnatural in English. Does it mean "I REALLY think so" (as when you are trying to emphasize that you are enthusiastic about your opinion)? Or maybe "I TRULY think so" (as when you are trying to convince someone who might not believe that you think what you think...)?
Pensare di is a prepositional verb. So pensare means to think, but with the addition of di, it becomes to have have an opinion about. Sì obviously means yes. So the sentence is expressing that I truly think yes, or my opinion is yes. Hope this makes sense Use this link and you'll find a huge list of prepositional verbs including "pensare di" http://italian.about.com/od/verbs/a/aa031908a.htm
I honestly think and this is a genuine thought, that the distinction between "I truly think yes" and "I really think yes" is so fine that it makes no difference. I really think we are trying to learn Italian here, not parse infinitesimal differences in English. Guess what, I truly think that.
I have no problem with "penso di sì" because I guessed it would be used as "spero di sì" and was correct. But is "Penso proprio di sì" a specific idiomatic expression that always means "I really think so"? because if not, wouldn't a more correct way to say "I truly think so" be "penso veramente di sì" or even, "Davvero, penso di sì"? (I am not trying to fight against an idiom here. If it is an idiomatic usage, that is always used this way and we just have to suck it up and get used to it, so be it. (although in that case, wouldn't it have fit better in the idioms section...). But if it is not, and since there are better ways of saying this, why wouldn't those better responses be accepted? (I put "I think it really is so" and it was counted wrong, btw)
There is a flaw in the program. My answer "I truly think so" was not accepted.