What to do with the software above:
Use Xnews to download the binary files you want from a newsgroup.
If necessary, use QuickPAR to recover/repair missing/damaged files (usually individual RAR files belonging to a set of RAR files). The SFV file and/or NFO file will tell you # and name of files in RAR set.
Then use WinRAR, if necessary, to extract the files you want from the RAR set.
Occassionally, the file(s) contained in the RAR set will be an image file (eg, bin, iso) which you can extract using ISO Buster.
If your file is a media file such as avi, you may need to get the codec in order to play it. Generally, only the video portion of the media file will be encoded in a different format (than you can play with your OS pre-installed codecs) however, it is not unusual that audio will be encoded differently too.
Good luck.