RSS Feeds are basically lists of news or other informaion which you can get without visiting the whole site. They are a big like pod-casts, you can get the contents whenever you like and without going through to the whole thing. It's easier to show you what they are than it is to explain it.
If you are using Internet Explorer 7, FireFox or Safari then you can just use that program to look at the RSS Feeds. Just click on one of the links below, they should show you a list of all the events which that RSS Feed is giving. There will be a subscribe link somewhere at the top. Clicking this will add the feed to your 'keep me updated list' and the browser will automatically update it with new information.
Most phones now have RSS Feed readers built into them so you can keep updated wherever you are and also if you use Windows Vista then you can use the RSS Feed Gadget to show the upcoming events which will intrest you.