I dunno if I'd start with agent for a noob - it isn't the most straighforward of newsreaders, but is probably the most powerful on the PC.

A premium news server is between $20 and $40 per month for unlimited downloads.
There are a bunch out there, giganews is not the cheapest but is excellent, and there are lots of others out there, but try your ISP first, go to the ISP homepage and look in the configuration or help section and find the setup for news service and follow the instructions.