nzb is essentially a table of contents which speeds the *finding* of newsgroup entries for downloading. So, instead of looking through a ToC for "The fountain Part 1-of-5" through every header, you look through an NZB source for The fountain and it returns page numbers for the entries, making it quicker to get to the entry. It changes NOTHING at all about the speed of download.
I actually had to set my Newhosting connection up for 25 connections in order to get my full 75mbps download speed. Try increasing your connection count.
