Hi Patrick,
I think I may not have been clear in my earlier posts. The On Line Status
icon is visible in each of the folders but the actual symbol no longer
appears in front of each individual message, except my Sent Items folder.
I think I understand now. Do you have your messages set to remain on the
server? This option is set in Tools> Accounts> your account> Options. If
not, then the envelope symbol (that's what you're talking about, right?)
won't show in the On Line Status column unless a message has been only
partly received. If the message isn't on the server, then it isn't on line,
so there's no symbol.
For a partly received message, the symbol will look like a ripped envelope
and if you click on the symbol you will be given options to delete or
receive from the server on the next connect. You can set the size of
messages you want automatically downloaded on the same Options tab indicated
above. (All of this applies to POP accounts by the way.)
If I am still misunderstanding you, sorry, and please try again

.
Also, I followed the instructions below, did an Advanced rebuild, and lost
my subscribed newsgroups. No big deal, but does that sound right to you?
Yes. You don't lose data with an Advanced rebuild, but you do lose things
like links, etc. as you've discovered.