Ah, right. Well, if you're using, say, Firefox, and you subscribe to an RSS feed, then a sort of folder will appear in your bookmarks. The latest updates to the page you subscribed to will be recorded there, even if you haven't visited the site in a while. So instead of have to refresh the entire page every 10 minutes you could just check your bookmarks to see if antything new has been posted. I'm sure that's a very flawed technical explanation, but in practical terms it's correct. Orange buttons with the letters 'XML' in white also usually link to an RSS feed.
to your kitten avatar.
EDIT: If you're using Firefox and you go to a site like penny-arcade.com or slashdot.org, a new widget will appear near the bottom-right of the window. It should be in the same bit that displays what that browser's doing (e.g. connecting to 'penny-arcade.com', 'transferring data from penny-arcade.com', 'done'). There will be an icon inside of it, and when you click on it you can choose to subscribe to the RSS feed.
Opera also supports it natively, but you'll need to download something extra with IE.