I wouls suggest newsbin.
Don't bother subscribing to any groups, set it up to scan a directory where you will put nzb files (like you would in some torrent applications), then save a nzb to there. It will load up the files.
There's a few things you need to note.
If you have a red block, that means it couldn't get that bit of the file. Right click and keep trying "Retry Download", most of the time this will get you the data. If its old then chances are its going to finish incomplete or you'll have to force a resassembly. To combat this, there's a system of parity used.
Download something like quickpar. Then double click the par2 file. You'll then get a list of all your files and a statement of how many blocks you need. There's a tab called "scratch". This will list the parity block files, you just get as many as needed to make up the missing blocks. Say you need 3 blocks, get a +01 and a +02, for example.
As for the specific server, username and password you'll need to configure, pca said it all, either your isp will offer it for free and the details will be on your isps page, or you have to pay for premium access.
For downloading:
http://www.nzbrus.com
http://www.binsearch.info/groups.php
more info:
http://scifi.dead-donkey.com/viewtopic.php?t=2170
