Using Aspell to spell check Xnews' editor:

Download Aspell and a dictionary from http://aspell.net/win32/
Both are free.  Install Aspell and the dictionary.

Create a .bat file in the Xnews directory.  Like this:
C:\Xnews\ASPELL\bin\aspell.exe -c -e -x --dont-backup %1

Enter this as the "External Editor" in the Xnews setup under
the "Compose" tab:

To spell check just click on the Ext. Edit button and it does
the spell check.

NOTE: I installed both Xnews and Aspell on
drive D: so both paths would have to show drive D:, you will need to
determine which drive/partitions are correct...