Are you using the "Thread Options" menu to unapprove the thread?
Or are you editing the post and clicking on the "Unapprove Post" button?
The Exclamation mark you mentioned earlier tells me that you are unapproving the entire thread.
Please confirm.
time saving tip: there is no reason to unapprove a reply when your planned next step is to delete that reply. you can easily just delete the reply you dont want on your thread by clicking the post's "Edit" button, and choosing "Delete Post" from there.
