This option is located at: Reader window -> Setup -> Settings -> Cache
As you view posts, the program stores them in a folder named ‘Cache’ inside of your NewzToolz folder. It does this so that you can scroll back-and-forth through posts and pictures and not have to wait while they download again.
You can look inside the Cache folder on your desktop and handle the files there just like any other files. You can throw them away, move them, copy them, etc. However, if you re-name a file or remove it, NewzToolz will have to download it again if you go back to the corresponding post on the Reader window.
The files will build up over time, and when this option is turned on, the program will empty the Cache folder each time you exit. If you leave this option turned off, you should manually check the Cache folder from time-to-time to make sure it is not taking up too much space.