This usually goes away if you click on another newsgroup, and then return to
the one you were in previously. They're usually messages that have been
deleted by some newsgroup rule you've set up, or deleted by the server after
you've downloaded the header. Alternatively you can close / restart Windows
Mail (which I'm sure you'll have done by now, given the timescale). If it's
still persisting after that then repost.
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