This is for Windows Live Mail [Beta], but I think the aspects are pretty standard.  Feel free to reply with specifics for other apps that differ.

1. Sign into the forums online.  You must do this first before attempting to connect via NNTP as it sets up SSO; you will need an account on infragistics.com to do this.  If you don't already have one, you need to register and then navigate to the forums and ensure you're signed in there.
2. Go to the Newsgroups part of the app (bottom left bar/button).
3. Click Add a newsgroup account button in the left pane.
4. Enter your name & email you want to show up on your posts.
5. Use news.infragistics.com as the NNTP server.
6. Check the box that says my news server requires me to log on.
7. Enter the username and password that you use to sign into infragistics.com.
8. Click Finish and then subscribe to newsgroups and start reading/posting.

As I said, this is for Windows Live Mail [Beta].  If you have corrections or specifics for other news readers, please feel free to post here.