FWD FX nomenclature: "short forward equivalent to long position forward?"

Stalla Study Guide S16, p69, problem 1 The gist of the problem is as follows: Firm A located in the UK will receive a payment in EUR at time t. Spot exchange rate, GBP/EUR = .82 (meaning, sell 1 EUR to buy .82 GBP) Given the spot interest rates matching time t, the calculated FWD FX GBP/EUR = .81 (the EUR will depreciate vs. GBP) Clearly, Firm A should lock in a FWD exchange rate to reduce this FX risk. I.E. Firm A should lock in the rate at which they will sell EUR to buy GBP. The answer choice clearly reads: “short forward to sell euros for GBP” The answer explanation reads: “Firm A needs to lock in FX rate at which they can sell euros for gbp. They need to short forward to sell euros for british pounds. This is equivalent to a long position to buy GBP for EUR” Everything about the answer is clear except for this ‘short forward’ nomenclature. In my opinion it is confusing because you want to go long the GBP/EUR FWD. Is this worth worrying about? Another example of this nomenclature can be found in problem 1.5 (http://www.math.umn.edu/~merev001/5021_solutions_1.pdf) In that example, the FX quotation “short forward contract to sell 100, 000 British pounds for US dollars at an exchange rate of 1.5000 US dollars per pound.” is used to mean: Long FWD FX USD/GBP (i.e. sell GBP to buy USD). Wouldn’t Short FWD FX USD/GBP mean the obligation to sell USD for/to receive GBP? Please advise.