I don't think this can be done out-of-the-box.
I did the following:
- Created a News page
- Placed one News widget on the page that is set to render in Master mode
- Placed another News widget on the page that is set to always show 1 item and I've chosen to use the template that also renders the full content.
Now when you load the page, you will have the list with News items shown in the first widget and you'll see the latest newsitem inside the second widget.
If you click on a newsitem in the first widget, the second widget will render that content. That is what you want, but the list of newsitems in the first widget will be gone.
Unless someone else knows how to do this out-of-the-box, I myself would probably create a simple usercontrol that lists an amount of NewsItems and generate the url myself, so that the list would always be there.