well.. it is rather easy to do it on php 5.x. But on php 4.x it is rather cumbursome and you need the eXpat libraries installed. Basically what you need to do is parse the RSS feed with the XML parser.
The <channel> node is the root node.
The <title>, <description>, <link> and <pubdate> are the title, description and publishing date of the feed resp.
Then every item in the RSS feed has the following nodes:
<title>: The <title>
<link>: Link to the main article or whatever
<description>: The feed