hmm...not sure how much this will help anyone, but if you've ever seen
KlipFolio, you could use that, and even distribute it. You make what's called a Klip. It basically lets you (and anyone you distribute it to) get updates on various sources delivered to your desktop, It currently accepts 5 types of sources, one of which is RSS. Also accepts XML.
They really aren't too hard to make either. Just get the URL of your RSS feed, and you'll have to know a little big of XML. If you have no idea about XML, there's a little tutorial on
WebMonkey that taught me how.
To use it though, you'll need to get KlipFolio at the
Serence website and to get some info on how to make it (and some free promotion on their Klip database) you need to sign up with
KlipProvider, which lets you manage all the Klips you make and submit to Serence. In the end it's really worth it. I make RSS feed reading Klips all the time for my friends' LiveJournals, so if anyone ever needs help with making them, you can PM me.
Very useful way of reading RSS and promoting your site by the way.