I'm all up the newsgroups.
You need to get 2 things to really benefit from them...
Get a premium news service, I recommend
http://www.usenetserver.com
Get a good binary newsreader program, my recommendation is NewsBin Pro which you can get at
http://www.newsbin.com
Read a few FAQs that you can find on those sites & on Google to get it all up & running...
There are some other web tools out there that make things easier, one of them being the search engine & nzb file creation utilities at
http://www.binnews.com the service is subscription-based at like 15/3 mos, but it can save you invaluable time & bandwidth in that you do not need to take the time & bw to download all the headers for a particular newsgroup before you can tag & download what's in it (the old skool way).
Have fun, I hope it works for you because there really is no greater safer warez/movie/etc source on the intraweb.