Okay. Then, use the Advanced Find option. Click the Advanced Find button
(Find>Options>Advanced Find). Click the second tab. Select the option
"Items that are" and select "Unread" from the drop-down list. Then, click
the Browse button to make sure that you first search the Mailbox. If nothing
comes up, click the Browse button again and select all other folders that are
not part of your Mailbox.
This should do it.