I checked the box to disable feeds but it didn't work.
I installed http://wordpress.org/plugins/disable-feeds/ with Disabler plugin deactivated and it worked.
This option does work, it turns out that WordPress caches the feed so you still see the feed page after ticking the "Disable all RSS feeds." option.
This testing WordPress site uses disabler - http://jesin.byethost24.com/
Feeds have been disabled - http://jesin.byethost24.com/?feed=rss2
After checking the "Disable all RSS feeds." option refresh the feed page with CTRL + F5
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