Hello Martin,
Currently, our forums do not have such a functionality. If you would like to mark all forum threads as read in order to easily follow where we've got a new post, you can subscribe for the threads you are interested in and you will be notified by email for new posts. In case you don't want to receive emails, soon we are going to add RSS feeds for the forums and you will be able to subscribe for any forum or thread of your choice. I hope one of this options will at least to some extend replace the functionality you are asking for.
All the best,
Natalie Farah
the
telerik team