WordPress.org

You MUST be using a widgets-enabled theme. If you are using pre-2.2 WordPress, you'll also need the sidebar widgets plugin.

1. WP 2.7+: Use the plugin installer. Older versions of WP: Upload kb_advanced_rss.php to either /wp-content/plugins/widgets/ or /wp-content/plugins/, then activate the plugin.
2. Add the new KB Advanced RSS widget to your sidebar through the 'Presentation => Sidebar Widgets' menu in WordPress. You'll find that the widget has several options, but only the first couple are required.

For detailed instructions, check out the "Other Notes" tab.

Support

Be advised: If you post your support questions as comments below, I probably won't see them. Post your support questions at the KB Advanced RSS plugin page on my site if you want an answer.