Sounds like there may be an error in your XML file. Like CSS and HTML, one tiny mistake can render all of the code useless. Check this carefully.
There is an article about generating a RSS feed at Search Engine Watch [searchenginewatch.com] that I found most helpful. It lays out each step and gives very clear examples. (Even with these instructions, I made a rather obvious mistake in my XML file which kept the RSS page from displaying all of the information that I keyed into it. But by going back over the file carefully, I was able to spot my mistake and correct it.)
One step they do overlook, however, is one that Bill, the administrator here, mentions in another thread. Go to the thread Adding RSS to existing sites [webmasterworld.com] in this category and read what he has to say about putting a link in the header of your page. (His is the ninth comment in that thread.) This link adds the RSS flag to the URL field when someone calls up your page (in addition to doing what else towards the implementation of the feed, Bill?).
Hope this helps,