I feel the same way... The Name of the Rose and the Simarillion are the only ones to beat me so far.
The Silmarillion (two pages), one short story in Piers Anthony's Anthonology (something about Captain Shetland) (about three paragraphs) and anything I've ever tried to read by Anne McCaffrey (never more than a chapter)... I will compulsively read almost anything to completion. Just not these.
I've never even heard of The Red Pony, so don't think it's known as one of his better books. But I can understand the scarring from a book! ;-)
It's a book about a kid on a farm where nothing ever happens except he gets a pony and it dies of strangles (kinda like mumps for horses) in the first chapter and is never mentioned again. My husband almost got kicked out of his high school English class because his "letter to the author" project went along the lines of, "Dear Mr. Steinbeck, Judging by your novel, The Red Pony, you are obviously in bad need of a good editor, might I offer my services?"