If you are using Firefox or Internet Explorer 7 (IE7) -- find this icon located on the address bar and just click it to subscribe. In IE7, feeds will appear in your favorites and in Firefox, they will appear in your Bookmarks list.
Here are detailed instructions for IE7 and Firefox.
Amphetadesk — Windows, Mac, Linux (open source); freeware Awasu — Windows; free for personal use Bloglines — Web-based news aggregator; free FeedDemon — Windows; commercial software, trial available Feedreader — Windows (open source); freeware Google Reader — Web-based news aggregator; free My Yahoo! — Web-based news aggregator; free NewsGator — Windows; commercial software, trial available NetNewsWire — Mac OS X; commercial software, trial available RSS Reader — Windows; freeware SharpReader — Windows; freeware