Mine works the same. Yes, it is annoying.

Oddly, if you just open the the email app and look at your inbox WITHOUT actually opening the new message, the notification will go away.

I've started to get in the habit of just hitting my gmail shortcut when i see I have something new. From there I decide if I actually need to read it or not, and either way the notification is gone.

 

Is that a Droid thing? On my Magic the notification goes away even by peeking at the inbox. Similar to going directly to the gmail app by easier to swipe the notification and then hit back button (or home) and I'm done. This method is handy while in another app, I go right back to it once peeking at the inbox. swipe, tap, back, done.