How to use an RSS Feed
You can use an RSS Feed via a browser or through a software called a Feed Reader or an "aggregator". Many of these can be found on the Internet for free download or to be used on the Web. Some of them are integrated in the main browsers or in commonly used e-mail clients.
Receiving and reading news items with dedicated software
Differently from readers already contained in browsers, feed readers and feed viewers (a software dedicated to RSS reading) offer advances features such as the possibility of filtering news according to user's preferences, or alerting with an email when there are updates. A few suggestions may include:
FeedReader, a free software for Windows
Liferea for Linux
Vienna for Mac OS X.