heidihopes: There are sites dedicated to Newsgroup searching where you can locate things you want very easily. As for actually using Newsgroups, it is very easy to do. You just need a program to browse them and download/decode the individual files from the server(s). Newsleecher is a very easy to use program, so is Grabit. But you need to subscribe to a dedicated Newsgroup provider before you can do anything. Graboid here just gives you a faily easy to use shell to browse and look for films, TV, etc from their own Newsgroup servers (I assume there own, who knows who they are run by though).
LeKanaw, if you want information on Newsgroups and how to use them effectively - you'll need to look around at a few sites.
http://en.wikipedia.org/wiki/Newsgroup
Another very in depth article you can read is here: http://www.slyck.com/ng.php
If you guys want more help, just ask. I do use newsgroups regulary with a dedicated program and subscription to a provider. It pays for itself after a day :) (I'm not kidding either)