The file is only an NZB, not the program itself. An NZB file is the equivalent of a .torrent file. To download the program you'll need a newsreader, try newsreactor
http://www.daansystems.com/newsreactor/
It has a free trial and its probably the easiest to use. You'll need to enter the server details, if you are on NTL the address is news.ntlworld.com and the port is 119
After you've installed it open the NZB file and it you should see a list of files appear in newsreactor, just click on Grab and the files should download. After they've downloaded open the download location and unpack the rar files with winrar
http://www.rarlab.com/
Sometimes newsgroup files are incomplete, so if you receive an error message while unpacking with winrar download and install quickpar
http://www.quickpar.org.uk/
and then open one of the par files in the download location and select auto-repair
If you want to know more about newsgroups (imo the best, and certainly the fastest, way to share files), this is a good guide
http://www.slyck.com/ng.php