Using ctlinnd, create the newsgroups on your news server. Remember, these are to be local news groups, so start them with a distinctive name so you can filter them out from your news distributions (in your newsfeeds file).
You also need to tell innd that the group is moderated (by using ctlinnd). Remember, innd is very sensitive to file ownership and permissions, so you need to interct at this level with innd as the news user. Indicating a moderated group is done by specifying m to the newgroup command.
ctlinnd newgroup lists.jokes m
The m tells innd that the group is moderated.
Edit your newsfeeds file to make sure that these local groups are not distributed (unless you specificaly wish this to occur).
For example, if your mailing list is called local.site.group, then you would probably want to add !local* to the second field of your up (and possibly your down) stream news sites in your newsfeeds file.
Now, in order to ensure that user messages are sent to the list automatically by innd, edit /etc/news/moderators to include a line declaring the mailing list email address as the moderator.