The Administrator can set a list of Sub Statuses, namely secondary states that can be used by the Agent to mark:
a message which has been sent (in this case the sub-status is automatically removed anytime the email has been replied by the customer)
a message which has been received and needs to be highlighted
You'll find a default sub status (Pending) already available on your system, but in this Section you can add as many as you need.
Just click on Email Sub Status:
click on the 
sign at the bottom right:
and give this new sub status a name (and eventually a description):
From this moment, this sub status will appear in the list of those available and your Agents will be able to use them.
Sub statuses can only be attributed to Open messages. For more information, see the Agent's Email wiki in the Omnidesktop section.