It's really easy to select unsent emails in Mass Mailing News. From the taskbar, go to the “Contacts” menu and click on “Other selections”, then select “Select unsent emails”. The email addresses will be selected and you could edit, delete, check, uncheck and export the selections.
Note: To have access to all the selections from the “Contacts” menu, you first need to click on the “Contact list” tab. This way, the options will be activated. To be able to export contacts, you need to have the enterprise edition of Mass Mailing News.