The New Post Icon (the blue notepad icon) next to a forum can now be double-clicked to mark everything in a forum and sub-forum as read. That will get rid of all those blue folders in the forum(s) that you want to reset.
That doesn't seek to 'stick', though. There are a couple of forums I'm not interested in, and I've been double-clicking on their blue icons to mark them as read. However, when I return to the forums index page later on, the blue icons are back, even though no new posts have been made.
This is the same from home using Firefox and from work using IE6, so it is presumably not a browser issue.