short answer, yes.
if you have verizon, it should be "news.verizon.com" or if it's optimum, it should be "news.optimumonline.net" and so on. Go to your ISP's website and look up their FAQs for yours.
But also, a lot of these movie files on newsgroups will be posted either as part(.001,.002, etc.) files or .rar files. You need programs to join these files, like "HJSplit" or "WinRAR," which you can download for free after a simple google search.
It's a multi-step process, but pretty easy to do and well worth it.
All in all, I highly recommend getting FreeAgent. Get Agent2.0 at
http://www.forteinc.com/agent/download.php ... it's a good program that lets you get pics and movies easy. Just set it up by entering your SMPT news server, download the list of newsgroups, go to the ones you want, and double click on the subject headers you want. Once it gets the file, right click the file and select "Save attachments as..." ....that's pretty much as far as I can lead you. Not too tough. Extra luck, enjoy that shit.