Use the First property to get the number of the first article in the news group. Use the Last property to retrieve the number of the last article in the new group. Use the Next property to get the number of the next article on the news group. 

The following sample displays all articles headers in the "security.bugs" news group:

Dim n As New EXNNTPLibCtl.NNTP

Private Sub Form_Load()
    Dim g As EXNNTPLibCtl.Group, a As EXNNTPLibCtl.Article
    n.Connect "news.devx.com"
    Set g = n.Group("security.bugs")
    Dim i As Long
    i = g.Articles.First
    While Not i = -1
        Set a = g.Articles.Item(i)
        Debug.Print a.Header
        i = g.Articles.Next
    Wend
    n.Disconnect
End Sub