When surfing the net you find a XML icon
(simmilar to
) or a link like "Syndicate this web",
right-click over the link, and select Copy Link Location.
Afterwards, start WinRSS. At the channels listing, look for the "To add a known feed, enter the RSS address and press Enter:" text at the bottom, right-click and select Paste, or click at the edit field and type Control+V followed by Enter.
If using Firefox, take a look at Feed your reader, an extension made by Michael Koziarski that enables WinRSS and other feed readers to take advantage of the new Firefox RSS features.
Mozilla project website
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