Thanks, Rebel Scum! I'm gonna give your suggestions a "go". I've finally found a newsreader, Xnews, which has an interface I like and allows me to view the message headers which have already been downloaded even while the rest are still being downloaded.

Surprisingly, News Rover and Ultrleecher, which the web-based service I'm using (usenet.com) links to had to download the headers FIRST before I could see ANYTHING. I think News Rover was corrupt or something, because, if I went to a different thread for messages, the messages downloaded in the other thread were no longer accessible, and the "stop" button greyed out and was unuseable.

Long story short, thanks again; I'm going to try it your way.