usenet is the shit, and its much faster than bittorrent for big files and movies. here's what you need (i'm assuming you are running windows)
1) usenet access. for this, you need to be lucky enough to have an internet service provider with a usenet server. call them up if you're not sure. they will be able to tell you the address of the server, which you'll need to enter into your news browser later on (most of them look something like "news.ispname.net"). if your internet service provider doesn't have a news server, you're pretty much sol, unless you want to pay 20 bucks a month for a commercial news server. there are a few free ones out there, but they won't have access to the groups with all the good files.
2) a news browser. there's tons of these out there, but my favorite is one called news xpress. you can grab it here:
ftp://ftp.malch.com/nx201.zip
3) the vast majority of files on newsgroups are in .rar format. you'll need a program calle winrar to decompress the files once you download them. grab it here:
http://www.download.com/WinRAR/3000-2250-10007677.html
4) sometimes the files you get on newsgroups aren't complete. files are posted in an incredibly long series of messages (if you download a dvd you're looking at something like 10,000 messages). for one reason or another, one or two messages might be missing. luckily there's a way to get around this: these funky little files in .par format. they will usually be posted right after the file you're trying to download. if the file you download is incomplete, you can use the .par files to fix it. quickpar can be had right here:
http://www.quickpar.org.uk/
5) start up news xpress, and type in the name of your news server. it will ask you if you want to retrieve all newsgroups from the server--click "yes." it will take a few minutes to download the names of all the newsgroups on the server.
6) now you can browse any newsgroup you want. at the bottom right of the screen, there will be a text box you can use to search through the newsgroups. try typing the word "binaries". generally, all the newsgroups with files in them will have the word "binaries" in them (for example, alt.binaries.mp3). double click on whichever one you want to browse. don't get discouraged if there's only a couple files in the group--there are only a handful of newsgroups that get any traffic.
7) if its a big group, it can take a few minutes to retrieve all the messages. all of the messages shoul be in alphabetical order. what you're looking for are long series of files. you can distinguish regular messages from files by looking to the left of the screen--files will have a light blue box icon next to them. each file will probably end with a number--it will say something in the subject like "batman begins.rar.1", the next will be "batman begins.rar.2", etc. etc.
8) start at the beginning of the series of files. highlight the first message and press space bar. it will automatically move to the next message--press space bar again. continue doing so until you are at the end of the series (and make sure to highlight and press the space bar for the .par files as well, if there are any). you will probably notice big bold numbers appear next to every message that you highlight and press space.
9) once you've done this for all of the files you want, press F4. a box will pop up asking you where you want to save the files. select wherever you want and press "decode" (or just press enter)
10) now you just have to wait. news xpress will download everything for you. once it's downloaded, open the first file (it will probably end in .00 or .1) in winrar an extract it.
11) hopefully at this point, you're done. if winrar gives you an error (usually something like "unexpected end of archive"), then open one of the .par files with quickpar. hit the "repair" button, and it should take care of your problems.
i'm sure this explanation makes it seem waaaay more complicated than it actually is. if you manage to do this once, you're already a pro. usenet isn't really the best place to get music (most of the stuff on there is million seller major label crap), but it's fantastic for movies, full dvds, and games. hope this helps, pm me if you run into any problems.