If you're savvy, you can embed an image in an HTML e-mail and you will know when the recipient has read the message when the image is loaded off the server. Of course, this has been abused by spammers searching for valid e-mail addresses, so most clients disable the loading of images by default.
There are also some secure email systems that send a link to the recipient, notifying them that they have a secure message waiting to be read. The recipient has to click the link in the message and read the actual message from a website. This allows the site to send you a confirmation that the message has been read.
Good luck!