The DNN RSS newsfeed module is a pretty basic bare-bones method of taking a newsfeed source and translating it using a very simple xsl translation file. Unfortunately, this approach, while working for most simple RSS newsources will not give you great results without knowing about RSS in general. RSS news sources have evolved much faster and beyond the simple RSS v0.91. Many news sources include a lot of custom methods that require custom xsl to use properly. Others, make their news feeds so complicated with using HTML to force presentation formats, that it's difficult to format for use on a DNN web site, without a lot of effort.
I've used the module since the early days, and have posted on this forum and the older forum about ways to integrate the module into a web site. So, there is light at the end of the dark tunnel, it can be used, many DNN sites use them.
Now, I would suggest you take a look at DnnCreative, which pulled together a lot of information from the forums, and added some nice info to it, and gives a very good tutorial on the subject, with working examples. Also, take a look at my posts dealing with RSS, and look through the News forum. You should be able to find examples of using the Yahoo feed, which I've used, although it requires a custom xsl to translate properly. That should get you going, and if it doesn't - post your questions in the News forums or send me an email, I'll help as time permits. When posting problems with a specific news source, it helps to give the actual URL being used, and give some details about the nature of the problem you are experiencing. Then, more expericenced users can help isolate the cause, and give some better advice.
Good luck with it. Cheers.
*** Just a quick edit - The DnnCreative Issue No. 3 used to be a freebie, but I just checked an it now requires subscribing to view the tutorial. I'm sure there is a reason for changing it to a 'pay-for-view', but it's kind of disappointing to me for this reason. A lot of the information was pulled from the old DNN forums to build it, and more specifically, much of what I gave away for free in the forums and on my old 'HandCoding' website. Not all of the info was from my efforts, and DnnCreative did a lot of work to organize the info into a very nice treatment, so this is no bang on them, but just wanting to let you know - if you want a consise tutorial, you will need to pay for it, otherwise search through my posts and the forums in general to see if you can get your News module working.