Posted 31 March 2007 - 06:19 AM
I know of no program that will do this. Many websites are designed so that active (just clicked), visited, and unvisited links appear in different colors. In fact, the default setup on a straight HTML website viewed in IE6 is just that. Unfortunately, most webseites these days are not straight HTML. Most forums (like this one, or example) will mark a topic as read once you click on it (here, for exaple, the little icon next to a topic will dim once you've read it).
In any case, upgrading to IE7 or switching to Firefox will give you tabbed browsing. That means that you can have dozens of web pages ope within one browser window.
Hope that helps!