To download files from a newsgroup, of course you need to have access to that newsgroup first. So you’ll need a program to read newsgroups and a NNTP server that carries the newsgroup you want to open. If your ISP doesn’t have a NNTP server, or it has but it doesn’t carry the newsgroup you like, or it only gets a few posts for that newsgroup, you can try free NNTP servers or just sign up at FastUsenet.org for full access to over 120,000 newsgroups.
Downloading binaries off of Usenet is best achieved with a news reader like Outlook Express, Agent, News Rover, News Bin Pro, Xnews, and News Pro. A news reader is a must because all of them are capable of splitting and combining larger parts of files. It will come down to personal preference when picking out a news reader because they all do the same job.
Basically combining and decoding the multipart binaries so that you can view them. For what concerns the application, a browser like Firefox or IE is good enough. However, Firefox is better under most aspects. It lets you open directly a newsgroup without loading all the groups carried by the server you choose. Even though one may have more bells and whistles over the other it still depends on what the user likes.