A 'mail application' is a
program on your computer which allows you to view and send email, such as Outlook Express, Windows Live Mail or Thunderbird. It needs to be used with an email service, such as the one provided by your ISP or by a small minority of free service providers. It is the settings within that program that determine when mail is marked as read, irrespective of who actually provides your email service.
On the other hand, free email services normally use 'webmail', meaning that you access your email account by going to the website of the relevant provider. (i.e.there's no mail application involved, only your web browser).
Most free email services don't permit you to use a mail application (such as Outlook Express, etc) because you won't then see the ads that appear on the provider's website (andpay for the service). However both Gmail and GMX are exceptions. So it seems that you're probably accessing your account via a mail application (rather than using the GMX website, here:
http://www.gmx.co.uk/ ) and that the settings within that application need to be altered.
If that's the case, we need to know which mail application you're using. However if you're actually experiencing the problem on the GMX website, it strongly suggests that there's MALWARE on your computer. Download, install and run the free version of Malwarebytes Anti-Malware:
http://www.malwarebytes.org/products/malwarebytes_free/
(NB: When installing, take care to deselect the option to take a free trial of the 'PRO' version).
[Please note that I'm just going out to catch a train, as I'll be working away from home for a couple of days. So I might not not respond immediately to any reply you make. However, if I can find a wifi enabled pub this evening, I'll try to take another look then]