Hi Graham,
Don't know what version of Scala-IDE your are using, but on Juno the error icon changes it's style when you fix them. For example, the type of red cross changes when you fix the error, but stays there until you save. That way you can see which errors you fixed. Pretty helpful actually.
With regard to underlines and such, keep in mind that a delay is warranted - a lot of stuff has to happen in the background and the incremental compiler can do only so much magic. I also found it a bit frustrating in the beginning, but after improving my memory settings, and buying a bit more RAM, I'm developing without delay or problems. That's just my experience in any case.
Cheers,
Jacobus