There are 4 programs you'll want to have to aid in downloading from newsgroups on a mac.
Unison is by far the best usenet client so if you're not already using it grab it now.
MacPAR deLuxe to handle post-processing including par verification and extraction of rars, zips, and split files (with the help of the following program).
Split&Concat to join split/segmented files (i.e. file.dmg.001, file.dmg.002 - probably like the 'bunch of dmgs' you referred to).
UnRARX for manually unrarring. You probably won't need to use this unless the download didn't include .par2.
Basically when your download completes simply open the .par2 with MacPAR deLuxe and it will perform all the post-processing required. For mac stuff you'll usually end up with a .dmg which DiskUtility will mount for you (it will also mount .iso, .cdr and many other disk image formats).
Hope this helps.
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