This happened to me, as well, when I first started playing around with RSS last year. I fixed this annoyance inadvertently when I abandoned Internet Explorer. My RSS reader is NewsGator, which integrates seamlessly with Outlook, but uses IE for rendering posts within Outlook in the same way HTML e-mail is rendered. Because I visited PPCT using IE, the login cookie existed and this was apparently accessed in some way by NewsGator, thus resetting my last visit state. (PocketFeed for Pocket PCs does the same thing when a PPCT login cookie exists in Pocket IE, which is actually where I first noticed this issue.)
Now that I've been using Firefox, IE has no login cookie and the New Posts don't get reset when pulling down the PPCT feed. IE is now used solely for Windows Update, Office Update, and sites which simply won't work in any browser other than IE. :roll: