You have two choices:
1) "Hide" the button via CSS -- add to your stylesheet.css file
Code:
#unsubDefault .buttonRow {display: none;}
2) Remove the button from the PHP code -- copy /includes/templates/template_default/templates/tpl_unsubscribe_default.php into /includes/templates/YOURTEMPLATE/templates, and remove this code:
Code:
<div class="buttonRow forward"><?php echo '<a href="' . zen_href_link(FILENAME_UNSUBSCRIBE, 'addr=' . $unsubscribe_address . '&action=unsubscribe', 'NONSSL') . '">' . zen_image_button(BUTTON_IMAGE_UNSUBSCRIBE, BUTTON_UNSUBSCRIBE) . '</a>'; ?></div>