simonduz-
Could you post an updated example of the XSL transform code you're now attempting to apply? 

The closest issue to yours that I've previously run across is a lack of XML tags appearing when performing an identify transform from XML to XML.  In that particular case, everything rendered as expected in IE/FF but only the data appeared (sans tags) when rendered through the XML module.  I think your issue is different, however -- it'd be helpful to be able to run the same XML/XSL that is giving you problems.

-mamlin

Well, I'm confused over how you've got the module and site setup.  What version of DNN are you using, and what version of the news module are you using?  You say this in an Intranet site's feed, and most likely, this is a security issue, rather than an DNN issue exactly.  The extension on the URL matters, if your feeds generator expects some action to be taken automatically when the URL is hit.  DNN doesn' much care, because it's doing a web request.  That's why I suspect your issue is more security setup for your intanet site, machine CAS setup, and DNN security.  Could be a lot of issues, Code Access Security levels notwithstanding.

You would not necessarity see those types of issues with a browser due to the different security models used.  ASP.Net v2.0 requires CAS to be set up consistent with the level needed for the web app needed, which in the case of XML and RSS require more than medium trust levels.