When I first started learning I think Khaoz and Lhurg tried explaining it. Eventually I just Googled it. It seems complicating but once you know how it works it isn't.
Basically you can post messages on newsgroups and such so instead of just posting text people started posting different types of data. You can only fit so many characters of code into one post so they created programs and such to take a big file, break it down and post it in lots of smaller files. What you need is an indexing site such as
http://v3.newzbin.com which is pretty cheap. Then you need a server
www.usenet.com or
www.giganews.com both have free trials I think which you should use to test it out. Check out the prices, speeds and download limits before buying anything.
Now you'll need a program that open's up a .nbz file. I don't completely understand that part but how it works is you pick files off your indexing site and there will be an option to create an .nbz which I think just organizes all the smaller files and such so they all go together and download into one bigger file. I use Grabit, which is free but on my other computer I use Newsleecher which, ironically, I got off Usenet lol. So after setting up your server info in Grabit or w/e you open your .nbz with it and it will queue up all the files you've selected.
You'll notice mostly anything you download will come with PAR files. These are repair files. If one little piece of a file is missing obviously it won't work so these files can repair them. No idea how it works but it's amazing. I use Quickpar. The process is pretty simple. Just open Quickpar and go to Options. Checkmark Repair Automatically and anything else you want. I have it delete the damaged and repair files afterwards. Then click okay and close Quickpar. Now doubleclick your .par2 file, have it open with Quickpar, and it will start checking all your files. Once the repair is complete you can extract your file and from there I think you know what to do. If you need any help I'd be glad to give you runthrough's. My MSN and Xfire info's available through the site I believe.