Your "Sticky List" is the list of "Games You Play In & Peruse", "RPoL Forums You Peruse", and "Games You Own" that you see when you log in to RPoL.
On the very right side of the column that lists the game/forum name should be one of these.
/images/light/minus.gif
Before the column breaks and the column for the "GM" begins.
It is an image link, so perhaps a browser setting is blocking the image?
As for the "Clear The Selected Message Indicators", that could maybe be a bit clearer in terms of function if it does in fact both remove a game and clear the new message indicator at the same time. Granted, I don't know how much use that function gets vs visiting said game/forum and clicking the "Mark all as Read" link, so perhaps it's not worth the trouble.