First make sure that the appropriate ports are open and forwarded to your NAS from your router. If that's not the issue, try a different news server. Try Astraweb. Pay a small fee for a small amount of download, change the settings in download station and test it. If it all works fine, then it's likely an issue with your news server.
"The NASman - Storage for your digital future"
Synology Model: DS1511+, CS407e
Firmware: 1358, 1285
HDDs: 4 x Samsung HD204UI 2TB
HDDs: 4 x Samsung HD501LJ 500GB
DMAs: 1 x XBMC,1xWDTV Live