There are a ton of groups out there but which ones are more "fruitful". Here are the basic few that have the most traffic.
In Agent go in TOOLS > NEWSGROUP DIRECTORY
Use the list below to search for what you want, in this example I used alt.binaries.movies.divx.
Click Begin Search
When the results come back double click alt.binaries.movies.divx and add them as a subscribed newsgroup. Double clicking will give you a pop up window where you can specify where store the group.
You can also create new "desks" to store it in. This way keeping your groups organize is easy.
Search for these groups as told above.
Music: alt.binaries.sounds.mp3 (will give an exensive list, choose your preference)
Programs: alt.binaries.cd.image (see also alt.binaries.warez)
TV Shows: alt.binaries.tv
Those should be good for now. Once you have them in your folder window, right click and choose GET NEW HEADERS. At the bottom you will see a progress bar.
When all message are retrieved the headers will appear in the headers window.
If you double click on a header its contents will appear in the message window.
Once the message and attachment have been downloaded you can right click on it and launch it or save it to your computer where you like.