Hi Webdev,
Web feeds (RSS and Atom) are just XML files with the content from your web site. When someone subscribes to your feed, they use a reader that parses the XML into a readable presentation. When you update the feed, your subscribers will then receive the updated content.
When I use IE and click on the RSS feed for this forum I see the raw XML, because I don't have a reader.
My take on FeedBurner, which I use, is that it allows you to do more with your feed. Things such as e-mail subscriptions, pinging directories and displaying only the headlines of your feeds are just some offerings of FeedBurner.
RSS and Atom are two separate feed formats (both XML). I have quick post on my blog that provides a quick overview on Web feeds.
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