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bill - 2:45 am on Feb 4, 2009 (gmt 0)
If that's too complicated for your needs then the simpler approach has been to use 3rd party javascript. You can include a small snippet of javascript to your site and your feeds will be displayed that way. If you're looking for a good list of software options for RSS display I've found a pretty good list of them on the RSS Specifications [rss-specifications.com] site.
To include an RSS feed on your site you need to take the feed source and convert it to display on your site. Magpie is a PHP based open source solution that we've recommended [webmasterworld.com] in the past.