Well, that usage isn't really supported by DNN, as all DNN is going to do is use the rss provider news source to retrieve the newsfeed, and your transformation file is going to take the elements and transform them into something for viewing on your site.
The items described, in the newsfeed itself, are controlled by the newfeed source provider. Their link from an item takes you where the original source info resides. That's the benefit of supplying newsfeeds for providers, they drive folks to their site to see the content, including any other info on that linked page.
If you want to get rid of the newsprovider's ads, and such, then that's going to be a programming challenge for someone to provide, and may be a violation of the usage of the newsfeed defined by the provider.
You might want to check the usage notice from the newsfeed provider, and take it from there. Just a thought...
iwonder