Getting binary files from USENET is a bit complicated, if you've never done it before. I'd recommend going through a tutorial to get you started. Do a google search or start here:

http://www.slyck.com/ng.php?page=1

I use Giganews for a server and NewsBin Pro for a news reader. But if you're not going to use it much, then you could probably stick with your local ISPs news feeds and a free reader (like LarryH mentioned above).