It's just an XML file. You can do whatever you want with it. Transform it with XSLT, import into a database, build an aggregator like RssBandit (see http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnexxml/html/xml09152003.asp) or do just what you want to do, which is explained in MSDN too at http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnaspp/html/aspnet-createrssw-aspnet.asp
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