2, Make sure you are viewing the default inbox. (have you more than one account? More than one inbox?
3, create a smart folder which displays all Unread Mail. Go to :- smart folders on the navigation pane. Click the add / expand icon. Click add/ create Unread Mail smart folder. This wil now display all the Unread Mail regardless of the account. Drag and drop the Unread Mail folder into your favourites folder in the navigation pane if you wish.