Maybe my question is silly, but does this mean that we cannot open discussion group messages in Outlook Express or Windows Live Mail any more?
Yes, that's what it means. If you open the link, you will see that Autodesk has discontinued support for NNTP because they want to provide the "state-of-art web experience Autodesk customers have come to expect". IMHO they have confused "web experience" with finding answers to problems quickly.
Read TonyT's (cadzone) post in the 2011 forum (or was it 2010?) where he snippets a bit from lithium.com's sales pitch (lithium is the provider for tis new web experience).
They talk about how much $$ is saved a company by online user groups providing tech solutions for one another so the corp doesn't have to... which is exactly what NNTP was doing for many for a long, long time. This format so far is definitely a huge step way backward and I hope it doesn't by itself kill the power of user forums for adesk.