We report about a new type of nonlinear photonic crystal fibers allowing broadband four-wave mixing and supercontinuum generation. The microstructured optical fiber has a structured core consisting of a rod of highly nonlinear glass material inserted in a silica tube. This particular structure enables four wave mixing processes with very large frequency detuning (>135 THz), which permitted the generation of a wide supercontinuum spectrum extending over 1650 nm after 2.15 m of propagation length. The comparison with results obtained from germanium-doped holey fibers confirms the important role of the rod material properties regarding nonlinear process and dispersion.