On the download question, the ftp and newsgroup sites that
provide binary downloads should have the news on this.

Also a good first stop is www.slyck.com which has the
current news on p2p and detailed tutorials for using
newsgroups and such.

The player that I've heard the best things about is
Foobar. Reason is that foobar is updated and tweaked more
than some of the majors and I think it's open source. It's based
on Winamp and I believe is skinnable etc.