If you use the "Fast user switching" welcome screen in Windows XP, it may tell you "You have x unread mails". Sounds cool, except that it's often wrong, so it is mostly annoying. The "feature" is explained on Microsoft's site.
It's a "per user" setting, so to disable it for everyone, every user needs to login and run this registry file: no-unread-mail-on-logon.reg.
(Your browser will probably not let you run it directly over the web, so you will have to save it somewhere where every user can access it, and double-click it there)