Usenet is another network of connected NNTP servers whose periodically swap articles between them, but sometimes servers get desynchronized and one server might not have all articles available on another. One method of overcoming this problem is using a local news server that pulls messages from two or more servers and combines messages from them in one group, so it has all messages from both servers, even if they're not synchronized. Other solution is to use alternate news servers.
How alternate servers work? First, program connects to a first ("main") server and downloads all available messages. Next, it connects to the first alternate server and checks if it has any articles unavailable on main server. If so, it downloads them and connects to another alternate server until reaching the end of alternate servers list. Note that this works only during mass message download, not when browsing group in online mode and might slow down message downloading if any of servers is slow.
You can set alternate servers using server setup window.