Well, here at Posetteforever we've 2 ways of storing these informations: the default was by cookies , the other one is called UPI2DB ("Unread posts info to database" or something like that), your information is stored in the site's database, it's activated when you see in the top row New (-) U (-) M (-) P (-), that is New messages from the last visit, Unread messages , M ... I don't remember
and private messages
If you see it, the problem is probably on this side, if you don't see it you're set up with cookies (the option can be changed in your control panel).
UPI2DB worked fine for me till now, better then cookies but we are having some problems with the database so it can be something wrong...
Mark As Read...
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Well let me tell you about Notons. 
It is a lot like Vista with a big will to do what ever it wants over you. 
Even when it becomes writing on a rom drive it will make your life a living hell. I had that on my PCs thinking what a wonderful software but like a Cell Phone I found myself being caught up in it with all the downloads and trying to stay on top. Then I got rid of it set my Fire Wall. Been a good boy and got Spybot and have been using that every sense. It has been 4 years with out a problem. I hate virus protection. It is just like Vista. All it wants to do is run your life. I have enough of that already. 
, btw the right "click" is in the forum main page "mark all forum read", try that 
