If you want to download every file from every newsgroup you have selected, you don't have to go through the lengthy process of opening a newsgroup, selecting all the files, and issueing the download command for all your selected newsgroups. NewsReactor has a great feature that takes care of this for you.
Just press the auto button on the toolbar, or alternatively choose the Autograb all entry in the File menu, or just press Alt+A on your keyboard, and you're done!