As mentioned already, the reader you choose will have its unique way of subscribing to RSS feeds. Below is an excerpt from "Ask Dave Taylor's" website and will give you a basic understanding of the process. Thanks Dave!
The category of RSS reader I prefer, however, is Web-based, and of the different choices, my favorite is the free Newsgator Online. There are a number of reasons why I prefer a Web-based reader, but the main one is that I can stay up-to-date on the 140 RSS feeds I track from any Web browser, anywhere, even an Internet café or borrowed laptop. It's also elegant, fast, simple, and easy to master.
In fact, let me step through how I add an RSS feed to NewsGator Online so you can see how you go from seeing an orange button on a page to having that RSS feed included in your RSS subscription list!
I'll pick my friend Rajesh Setty's "Life Beyond Code" blog, since it's not just worth reading, it's worth subscribing. To do that, I need to find the XML button, RSS button, RDF button, Atom button, or "Syndicate this site" link. On Rajesh's site, it's an orange XML button, and that button points to the URL: http://blog.lifebeyondcode.com/blog/index.xml.
The easy way to grab this URL is to right-click on the orange button itself (or control-click if you're on a Mac). You'll see a menu of options similar to:
As shown, choose "Copy Link". Now you have the RSS feed Web address in your copy/paste buffer. Time to flip over to NewsGator Online and add the feed to your subscription list.
Subscribe to NewsGator Online if you haven't yet done so, then click on "Add Feeds" on the NewsGator page, and you'll see a set of feed subscription options:
As you can see, there are a lot of ways to find cool and interesting -- and professionally helpful -- feeds, but for this situation, we want to just click on "URL & Import". Now you'll see the following:
Just about done. Click into the text input box, then choose Edit --> Paste from your browser menu. The URL from the Life Beyond Code RSS feed should appear. Now click "Add Feed" and you're done!
To read what's new at Life Beyond Code, intermingled with all your other RSS feed subscriptions, just click on the "newsgator online" tab, the top-middle tab in the main navigation area:
Finally, you'll be reading all of your feeds, and it'll look like this:
That's basically it. Notice in this screenshot that my subscription list goes far, far down the screen. There's no way I could keep track of half the news and weblog discussion I do without my RSS reader. Whether it's NewsGator Online, Sage, Safari, NetNewsWire, Pluck, Bloglines or any other RSS reader, I promise that once you start using an RSS reader, you'll never look back!
I hope you not only have a sense of why RSS feeds are so valuable but also can see how to use an RSS reader to grab a feed and add it to your subscription list: the process is remarkably similar regardless of what type of reader you're using.