In order to subscribe to an RSS newsfeed, you'll need a piece of software called a newsfeed reader (sometimes called a newsfeed aggregator). Some recent versions of browsers such as Safari, Firefox and Opera also support newsfeeds. Links to a couple of popular readers can be found at newsgator and newsfire
To add our feed to your newsfeed reader, depending on the software you are using, you will need either to click on the orange RSS box, or on the textual link next to it (some older browsers will simply open the XML file which will look like gibberish), or drag the link from your browser on to your newsfeed reader, or you may need to copy and paste the link in to your newsfeed reader manually. Your newsfeed reader's help section should provide more information on how to do this.
Once you get the hang of it, it's very straightforward, but if you are still a bit in the dark, the following links to more comprehensive explanations may provide some enlightenment: