I\'ve never done it myself, and I\'ve never subscribed to a feed, but it seems that I\'m going to have to create one, so I\'m wondering. The only way that seems apparent to me i
An RSS Feed is just an XML Document that conforms to a specific schema.
Have a look here
What language are you working in? You can easily script the xml output based on some content in your application. You don't need to explicitly save the file to the file system. It can just be created on the fly
An RSS feed is just an XML document formatted in a certain way and linked to from a web page.
Take a look at this page (http://cyber.law.harvard.edu/rss/rss.html) which details the RSS specification, gives example RSS files for you to look at and shows you how to link to them from your site.
How you create the document is up to you. You could write it manually in a text editor, use a language specific XML object, or hit an ASPX/PHP/other page and send the correct content type headers along with the RSS document.
It's not all that hard when you get down to it. good luck!