That's because your news server is not reporting the message number correctly. The first time the script is ran, it requests the first message number from the news server. Your news server is obviously reporting zero. This causes the script to start at number zero. As you can see, those messages are not available.
Access the news server using a news reader client such as
xnews and make a note of the earliest message number in the groups you are interested in. Then manually set the message numbers via the control panel.