The RSS feeds can be subscribed to using an RSS feed reader. Firefox has a builtin system called "Live Bookmarks" that reads RSS feeds, and newer versions of IE should have something similar. not sure about other browsers.
If clicking on the RSS link does not give you the option of subscribing to the feed (I know this happens on the front page with some browsers), then just right click on the link, and select "Copy link location" or the equivalent in your browser. Then create a new live bookmark (or equivalent) for one of the discussions in the forum (instead of the front page). Finally, edit the live bookmark you just created, replacing the URL in the live bookmark with the one you copied earlier. If you are using an external RSS reader, just create a new subscription the regular way for that client, then paste in the URL you copied earlier.
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If clicking on the RSS link does not give you the option of subscribing to the feed (I know this happens on the front page with some browsers), then just right click on the link, and select "Copy link location" or the equivalent in your browser. Then create a new live bookmark (or equivalent) for one of the discussions in the forum (instead of the front page). Finally, edit the live bookmark you just created, replacing the URL in the live bookmark with the one you copied earlier.
If you are using an external RSS reader, just create a new subscription the regular way for that client, then paste in the URL you copied earlier.