I must be misunderstanding something about your post, Bob, because it appears that you are saying that one cannot delete a newsgroup message from Outlook Express when that is indeed not the case.
It is not only possible to delete individual newsgroup messages from Outlook Express, it is quite simple to clean out all messages from a newsgroup folder and start afresh if one wishes to do so.
Perhaps what you were saying is that the method of deleting a newsgroup message is different from the method of deleting an e-mail message, i.e., there is no red X at the top of the screen as there is for e-mails?