Aah i see .. The servername is whatever either your ISP supplies or you sign up for.
For example i'm on the blueyonder isp and they supply newsgroups to me via news.blueyonder.co.uk. I have also used various paid for news servers in the past and they tell you the server name upon signup.
Now the reason you get the error may be your ISP doesnt carry the alt.binaries.games.xbox group. Some ISP's only carry a limited amount of groups because your getting it free (normally they dont give you the binaries only the text) whereas if you pay via somebody like newshosting
, etc you will get every group available.
I hope this clears it up for you a bit.