That was exactly what I was trying to do, having OE mark all messages read
when leaving the newsgroup. It worked some of the time, but other times, I
would open the newsgroup and while I was reading messages, I would get an
email that needed my immediate attention. And when I closed my newsreader,
all the messages were marked read and I would lose my place when I went back
to it.

Thanks for everyone's help. And thank you Paul for coming up with the idea
of using a news proxy. That makes a lot of sense, because my anti-viral
software already filters my email through a proxy, so why couldn't a news
group be treated the same way?

I'm going to try it to see what happens. Thanks again to everyone who
offered their expertise.