My suggestions are (in order):
1) Invest $40 and get a copy of Linux on CD (Or download for free). It has
inn and cnews. You'll need a separate box if pulling a good size news feed
2) Register Dnews or MetaInfo.
3) Use Exchange 5.x as it supports both push and pull newsfeeds. I will
warn you though it CAN NOT handle a full news feed on 5.0 (16GB information
store size limit and too slow). It's possible with some of the new hardware
that it might now with 5.5.
4) Port inn to NT.