I have a friend who uses the blog services at wordpress.com. I wanted to add his site feed to my RSS reader, but when I plugged in the URL that I was given when I clicked Site Feed, my RSS kicked it out saying that it was an invalid RSS feed. Then I noticed that the url took on this form:

feed:http://blog.wordpress.com/feed

Which is incorrect, if you change the url to:

http://blog.wordpress.com/feed

Then your RSS Reader will gladly pull the feed down.

I know it is a simple thing but the simple things can keep you scratching your head for ages!