[boosted21]

As Palooz said "
Press up a few times while in the message you are having the conversation with. This will highlite the mssg in blue and mark it as read. The OS should have marked it read to begin with IMHO..."

This is what i usually do and it works for me perfectly! you might also want to get a new task manager because the one that comes on the phone is useless....Try one of the HTC task manager, thats the one i use and it cleans up my phone really well. Also try the "cleanRAM" this really helps the phone too. Hope this helped.