Just to add that that this is a window you will need from time to time with Xnews...
when you left click on a group if you then right click on it this window will open if you need files that you have recently retrieved but after loading a group they have dissapeared then use this window to "Reload Read Articles" this will allow you to reload the group from a previous state. (a great feature)
Use the same window to "Open Special" Xnews has a little bug* (it's free so the odd little bug is fine by me) that means that sometimes when you try to load a group up it dosn't show you the whole group. But dont worry this is easily fixed with this window if you "Open Special" you will open the same window that is shown in my tutorial (it's about half way thru the tutorial and the window is labled "Set number of headers to retrieve") if you move the sliders to the positions shown in the tutorial and below that click on the "reset" buttons then the group will load up as per normal without any problems.
*This bug only occurs rarly.