In a single newsgroup?  What newsgroup allows you to have that amount of
stored messages?  Normally when you connect, all messages that have been
"aged" from the server will also be deleted from your local copy of the
newsgroup.  It sounds more like you have not been compacting your folders.
See this link for advice on how to do that:
http://insideoe.tomsterdam.com/files/maintain.htm#compact