Fred, when you're on the main page of the forum, you'll see the gray and green icons like these:
The green means there are new posts in that section, and the gray are ones without new posts anywhere in that section.
When on the main page, and at the bottom you click the "Mark as Read" button, any green icons will turn gray.
Now when you choose one of those sections that have a green icon, for the posts that you haven't read yet, you'll see this icon:
When you click mark as read, those "NEW" icons should go away.
Hope that helps-
Dave