Entourage doesn't allow you to customize the setting on a message-by-message
basis. You need to go to Tools -> Accounts, click the "News" tab, open your
news account, click the "Options" tab, and create a new header. Place
Followup-To in the "Header" field, and the group you want follow-ups to go
to in the "Value" field. Then, when you've sent the message, remove the
extra header.
If you want to see the ability to do this on a message-by-message basis, be
sure to send your feedback to Microsoft. In Entourage X or 2004, go to Help
-> Send Feedback on Entourage. Otherwise, click on this direct link to
enter Mac Product Feedback:
<
http://www.microsoft.com/mac/feedback/suggestion.asp>