Above link points to an OPML(xml) file with RSS (xml) Feed links. The OPML file is XSLT transformed to an (X)HTML page with links to the RSS feeds. Clicking a RSS feed link on that HTML page will download the Feed from the web and will XSLT transform the RSS to a CDF (Channel Definition Format) file(xml). For each cliked feed link a menu will appear asking you whether the feed should be made available off-line. Clcik yes and the choose adapt, best set the option for syncronisation to manually.
CDF is a technology from the days of Internet Explorer 4 and is no longer in use. All the necessory components however are still buried even in Windows XP.
The from RSS created CDF file with nest itself in a "Channel" sub-folder of your Favorites folder. To view the RSS-CDF feeds open Internet Explorer and Activate the Favorites Explorer bar. Open the Channel sub-folder and click on a feed. The feeds contents will be downloaded and shown in the main right-hand frame. The feeds description is shown as a title popup.