What is Catch Up, shown when you right-click on a newsgroup and on the Edit menu?
This marks all messages in that newsgroup as Read, including all messages on the server that you have not yet downloaded. If your status bar shows something like this: 300 message(s), 150 unread, 39680 not downloaded you probably need to Catch Up on that group, unless you really want to download 39,680 messages. Note that Catch Up will also mark the 150 in the example as Read also.