Access 2 News Group from ExchangeSrvr5.5

If I access to
http://www.microsoft.com/TechNet/exchange/nntpexch.asp there is a section named “Support-oriented newsgroups”, there is no problem when trying to access “Microsoft
Msnews.Microsoft.com” through an Outlook Express client but if we try to follow “Setting Up a Newsgroup Feed” we got a dialog box requesting User name & Password. My question is if this is normal and we need a subscription and if so, where can I get one?

Newsfeed Configuration Wizard