You could test it using telnet or netcat..

telnet news.wanadoo.co.uk 119 should result in a banner something like this:
200 news.wanadoo.co.uk NNRP Service Ready (posting ok)

If you don't get a connection it's probably not running.
I tried it from my own ISP to news.wanadoo.co.uk but I didn't get a connection.
But this could also mean Wanadoo has shielded off it's newsserver from people using other providers.

Did you contact their support and explained your problems?

They may have misunderstood your problem and thought you asked them if they blocked port 119 to your machine. But that's totally irrelevant in this case. You seem to have problems connecting to their port 119.

Another thing I had some problems with: did you disable the firewall software or did you actually uninstall it? I had some problems where disabling didn't fully disable the firewall, I had to do a full uninstall and reboot before it would work.