You'll need an RSS Feed/Blog Reader to subscribe to them. There are several good ones available for free listed  here .

Most RSS readers will automatically subscribe for you when the RSS button is clicked, but if it doesn't respond or just shows the XML code when you left-click it, right-click on it and choose Subscribe to Feed. Alternately, you may right-click on the RSS button and choose Copy Shortcut. Then open your Reader application and Subscribe to Feed from within it, and paste the Shortcut you copied onto your clipboard in the previous step.