I recently added RSS feeds to darkinfinitysoftware.com so that people could keep up to date with what our company is doing, and get notified when we have new or updated software.
There are lots of ways to setup an RSS feed. For example, this blog is in WordPress and WordPress sets up RSS feeds automatically. There are also computer programs and web apps that will manage your RSS feed.
I set it up manually for Dark Infinity, so I thought I would give the steps here.