That might make sense to you if:
1. You as an individual run a program on your desktop which picks up headlines from a number of different channels and sources that you are interested in, using any of a number of different readers available.
2. You are a webmaster of another website and you would like to include some of the dynamic content from this site on your own site. You would be able to do that if you're technically inclined and already using scripts on your website. Read more, for example here or here. RSS components are available in PHP, Perl, Java, ASP or pretty much anything else that is likely to run on your website.
These are some of the things that are available for free use from here:
You will find the link you need for your RSS program behind the blue icons.
If you have any problems, write to the webmaster who'd be happy to work it out with you..