Assuming you are using the Enterprise (on premise) version of Coursemill -
Did you also set the Property: NewsURL to the url of your news page? On our system that url is: /news/coursemillNews.html for the default news page location.
This only works if you are using the default news page. If you followed the instructions to upload your own news page as a course inside of CourseMill I would recommend that you check to ensure you:
1) Open Admin Tasks-undefined{your organization}
2) Select the Community tab
3) Enter the fully qualified URL to your news page in the News URL field. This is a pretty convoluted URL, you will want to check the online CourseMill doc to figure out what the entry should be. Assuming you use the Layout1.awt (as an example) which is available for download from Lectora -