If you're using one of the latest web browsers, it's really simple. Just click either the little orange icon at the end of your web address bar, or the button and follow the instructions. Your bookmark will be updated automatically every time you open your browser, you don't even need to visit the site.
If you wish to unsubscribe, simply delete the bookmark. It's not like email where you can get unwanted spam. There are other ways to take advantage of web feeds. For more information, I recommend the following resources:
- Visual demonstration for users of Firefox 3 and newer
- Google's "Feed 101" - Gmail users, try Google's Feedburner
- mozillaZine Knowledge base
The Xtreme Sports Association website also has a feature to gather the news feeds from several related sites all in one place - it's called aggregation. Just choose the News Feeds link in the Extra Info menu.