The reason I ask what you're expecting it to display is because it appears to be working for me, but it's not displaying a feed, rather this text:

For information on this content service for radio station websites, contact WebContent@MJIInteractive.com.

I took a look at the script though, it generates that message.  I was curious if you were able to get that far.

Anyway, probably what you need to do is paste it into the HTML portion of the editor (hit the HTML tab at the bottom of it).  By default you're in the design view. 

I agree with Nina, putting it directly into the skin is more optimized and less prone to error.  You can add all the code in there inline or do it as an include.  However, the Text/HTML box does work (if you use the edit tab) for this script.  I actually tested it for you both ways, at this DNN 4.3.1 test site, temporarily available here:  http://george.callcenters24x7.com

You'll see the message generated by the script displayed twice.  The first time it's in the Text/HTML module.  The second time the code is all inline in the skin.