Download header problem

I'm assuming that I'm missing something from my reading of the prefs, 
and thus my problem.  Whenever I open a newsgroup that has more than 500 
headers, I get propted if I want only 500 or all the headers.  I'd be 
very happy with downloading only 500 headers and want to know how this 
can be done without having to answer the prompt every time.  Thanks,
Adam