Newsgroups are like public email with attachments of every possible kind - but not all hosts of this information have the same speed, retention, and completeness. The only sure fire way to get the most out of it is to pay for a monthly subscription to a dedicated newsgroup host.
You will need a piece of software to connect your computer to these groups. Once you've downloaded the files, you may need to repair them (using PAR technology) and extract them (using RAR technology) before use - note; if you are using Newsleecher 3.x or greater, you no longer have to worry about this.. You can use services likeNewzBin to make the search for stuff easier and more efficient. Newsleecher is about $30, monthly services range from $10-$25 a month. Newzbin charges a scant .50 a week for indexing services.
It is worth noting that Newsleecher has a built in search tool you can enable for a yearly fee. It can be really handy for finding 'fills'.
Software Mentioned
Newsleecher (To access the newsgroups including NZB support) FSRaid (A PAR Program) QuickPAR (Another similar PAR Program WinRAR (Extract all factions of RAR files) Alcohol 120% (To burn ISO or IMG files) Nero (Also burns some image files and does great mastering too)
Premium Pay Newsgroup Feeds
Giganews (Recommended for HIGH usage and HIGH bandwidth)