klibido is also an option but there are no tools in the same league as newsleecher, newsbin or even grabit on linux at the moment if your grabbing headers.
Designate a folder for nzb files. Load it up with nbz's and if properly configured hellanzb downloads, unrars (or unzips or unsplits or whatever) and uses the PAR files if neccesary. In the end you're left with the extracted files. Ready for use.