So what was this thing about the Agent?
The Gnus agent is part of Gnus, it allows you to fetch mail and news and store them on disk for reading them later when you're offline. It kind of mimics offline newsreaders like Forte Agent. If you want to use the Agent place the following in ~/.gnus.el if you are still using 5.8.8 or 5.9 (it's the default since 5.10):
(setq gnus-agent t)
Now you've got to select the servers whose groups can be stored locally. To do this, open the server buffer (that is press ‘^’ while in the group buffer). Now select a server by moving point to the line naming that server. Finally, agentize the server by typing ‘J a’. If you make a mistake, or change your mind, you can undo this action by typing ‘J r’. When you're done, type 'q' to return to the group buffer. Now the next time you enter a group on a agentized server, the headers will be stored on disk and read from there the next time you enter the group.