If on a mac the easiest program to use is unison, if on a PC the easiest is probably grabit. You then configure the program by putting in your newsprovider (e.g. news.yourisp.com, or if you pay giganews to be your provider it would be news.giganews.com and you would also put in your giganews username and password)

You can then go to www.binsearch.info and either search or browse specific groups (like alt.binaries.starwars) and tag any files you want and click on 'create nzb'.

This creates a .nzb file that grabit or unison can load (just double click on the .nzb file after it is created) and grabit or unison then goes off and downloads the files you chose.

Longer answer is that you download all the headers for the groups you are interested in and then download the files from within unison or grabit (or newsreader of your choice).

If your ISP doesn't have the newsgroups you want you will need to pay a newsgroup provider like giganews to get access.