Following on from Magicramki's answer, you can use adblock (only for Chrome, Opera, Safari and Firefox unfortunately, not IE)
CHROME
- In Chrome, right click on the 'Adblock' icon next to the address bar
& hit 'Options'
- Click on the 'Customize' tab.
- Click the 'Edit' button next to 'Manually Edit Your Filters'.
- Paste the given link given below & hit 'Save' then close
the tab.
https://www.facebook.com/ajax/mercury/change_read_status.php
FIREFOX
- In Firefox, right click on the 'Adblock' icon & hit 'Filter
Preferences' or just hit Ctrl+Shift+F in your browser.
- Click on the 'Custom Filters' tab and hit 'Add Filter Group' button.
Name it anything as you wish.
- Now hit Ctrl+R to view the right pane.
- Click 'Add Filter' button on the right pane and paste the given url
and hit Enter and Close.
https://www.facebook.com/ajax/mercury/change_read_status.php
OPERA
- In Opera, right click on the 'Adblock' icon on the top right corner &
hit 'Preferences'.
- Now select 'Add Your Own Filters' tab.
- Paste the given link in the first small text box there & hit 'Add
Filter' and close the tab.
https://www.facebook.com/ajax/mercury/change_read_status.php
SAFARI
- In Safari, click on the 'Adblock' icon present just before the
address bar & hit 'Options'
- Click on the 'Customize' tab.
- Click the 'Edit' button next to 'Manually Edit Your Filters'.
- Paste the given link in the text box there & hit 'Save' then close
the tab.
https://www.facebook.com/ajax/mercury/change_read_status.php
Information from the 'crackroach' blog.
I've found it might be a little different to the above instructions, so here is an image of what I did in chrome:

I've not tested it yet but I think this should work.