First download a free RSS Reader (if you don't already have one). This is a special software that reads the RSS news feeds. There are many available on the Internet so you'll have to find the one you like. The following links will take you to the ones listed in the Google Directory.
Once you're set up, here's all you have to do:
Right-click (control-click for Mac users) on any orange RSS or XML button on a site, blog or news source that interests you. Start by right-clicking on the orange button below.
Select Copy Shortcut ("Copy Link to Clipboard" for Mac, "Copy Link Location" for Firefox browsers), and paste that URL into your RSS Reader.
And that's it! You're subscribed. Your RSS reader will automatically let you know whenever there is new content on that site.