The only version of Internet Explorer that supports RSS is the new IE7, which is currently in beta release. If you're using it I can therefore safely assume you're tech-savvy enough to know how to use RSS, and so don't require an explanation.
However, if you're using IE6 or older, I recommend you either use a web based reader such as Google Reader inside IE, download a modern web-browser such as Opera or Firefox (and you'll be glad you did), or else use a separate news aggregator program such as FeedReader.