By editing the thread title.
You need to be staff to do this though. Which thread is it you want marking?
I can edit my own thread titles.
Simply 'edit' the post and hit 'Go Advanced' button. You will have a field called "Title" which will allow you to edit the thread title. So when editing the thread title, simply enter *SOLVED*
or something like that at the beginning or end of your title. Remember to save the changes after that and it will take effect immediately.