you need to have an NNTP server that will let you connect to it. most good ISPs have news servers. if your ISP doesn't have news (aka NNTP aka usenet) you would have to use a pay service like
Giganews.
also, you're going to find that Outlook isn't suitable for grabbing large multi-part binary files (often with hundreds or even thousands of individual pieces). a lot of people prefer
Forte Agent for that, however IMO its interface sucks. I've been using
NewsReactor lately and find it to be quite easy to use.