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teaperson - 1:15 am on May 4, 2006 (gmt 0)
Also, be sure you're using a descriptive name in the LINK tag - "My site RSS Feed", especially if you have more than one feed. A lot of sites just use "RSS", which isn't very informative.
No reason not to put it in every page - a visitor who is using Firefox or IE7 - could potentially visit any page, notice the feed, and add it.