Well, this is old news, and well covered.  It's not exactly a bug, nor is it something you did wrong.  However, it is something extra you must do for each page you have syndicated content.  Sounds weird and every other term you could apply, still there it is.  The answer you seek was posted on the old DNN forums back in April of 2006, and others have posted the info too.

Here it is one more time.

Been playing with FireFox and IE7 comparing browsing experiences, and one of the cool features in both is RSS Feed auto-discovery.  Both browsers are capable of displaying a feed, and allowing a feed to be stored, much in the same fashion as a standalone rssReader application.

Although, DNN has a built-in capability to create rss feeds for most modules, the auto-discovery will not work unless you manually set it up, as far as I've been able to tell.  The manual workaround is simply to specify a small code block into the Module Settings Page Advanced Settings Header area and place this in the textbox area:

<link rel="alternate" type="application/rss+xml" title="myWebSite RSS Feed Description" href="myfeed url">

Save the settings and both browsers will auto-discover your module's rss feed.

Now, this is probably something that could be fixed in Core Code, but I've not found exactly where to put the code so it automatically injects it.  That's probably a Gemini point for logging.

The other cool thing is that both Mozilla and IE project teams agreed on using the Mozilla RSS icon, so you can even use it, which will no doubt replace the ubiquitous orange xml icon and other rss icons to a point.

One pretty good implementation of the capabilities of RSS is AeroSaga's NukeSyndicate DNN module.  The demo on his site is pretty nice and both FireFox, and IE7 auto-discover the feeds on his site.  I'm not sure if he's hard coded the necessary code block or actually injected the code automatically or not.  At any rate check his site and module out, it's pretty good stuff, and no doubt will become more useful to folks as time goes on.

Cheers..

The MSDN RSS Team has a blog that's a pretty good read, too.  Here's a link to their Publisher's page.

http://blogs.msdn.com/rssteam/articles/PublishersGuide.aspx

If this doesn't make sense or help you, try using google to find other posts that cover it using the phrase 'dnn rss auto discovery' . You'll get tons of hits, one of us should be able to make clear to you what to do.

Cheers