I don't have a permanent connection to the net, how can I minimize the time I've got to be connected?
You've got basically two options: Either you use the Gnus Agent (see below) for this, or you can install programs which fetch your news and mail to your local disk and Gnus reads the stuff from your local machine.
If you want to follow the second approach, you need a program which fetches news and offers them to Gnus, a program which does the same for mail and a program which receives the mail you write from Gnus and sends them when you're online.
Let's talk about Unix systems first: For the news part, the easiest solution is a small nntp server like Leafnode or sn, of course you can also install a full featured news server like inn. Then you want to fetch your Mail, popular choices are fetchmail and getmail. You should tell those to write the mail to your disk and Gnus to read it from there. Last but not least the mail sending part: This can be done with every MTA like sendmail, postfix, exim or qmail.
On windows boxes I'd vote for Hamster, it's a small freeware, open-source program which fetches your mail and news from remote servers and offers them to Gnus (or any other mail and/or news reader) via nntp respectively POP3 or IMAP. It also includes a smtp server for receiving mails from Gnus.