The best way to download binaries from usenet IMHO is to get the $0.50/week subscription to NewzBin (
www.newzbin.com), then get NZBGet from Sourceforge (
http://sourceforge.net/projects/nzbget/). This saves you from downloading headers constantly, and makes it super easy to browse and download.
1. Find what you want on Newzbin
2. Download an NZB file for it
3. Run nzbget <nzbfile>
I've run Agent under Wine and didn't mind it, but did have occasional problems. I like NZBGet because it's CLI only and doesn't hog memory. Plus, if you're on a premium service, you
never have to download headers.