Otto42, that's not true. I did it:
http://www.duechiacchiere.it/letture/
This page shows links from a given category, and this
http://www.duechiacchiere.it/blogrollfeed/
is a RSS feed I build using those links. The trick is to build a custom page template:
http://codex.wordpress.org/Pages#Page_Templates
and add some code like this
<?php
header('Content-type: text/xml; charset=ISO-8859-1');
echo '<?xml version="1.0" encoding="ISO-8859-1" ?>'; ?>
<!-- Generated by WordPress <?php echo $wp_version ?> -->
<rss version="0.92">
<channel>
<title>le letture di camu</title>
<link>http://www.duechiacchiere.it/blogrollfeed</link>
<description>Put a description for this feed.</description>
<lastBuildDate><?php echo date('D, d M Y H:i:s +0000'); ?></lastBuildDate>
<docs>http://backend.userland.com/rss092</docs>
<?php
global $wpdb;
// I want to show links from category ID = 10
$myLinksSQL = "SELECT link_url, link_name, link_description FROM wp_links WHERE link_category = 10 ORDER BY link_id DESC LIMIT 0,15";
$myLinksArray = $wpdb->get_results( $myLinksSQL );
if ( !empty($myLinksArray) ) {
foreach ($myLinksArray as $aLink) : ?>
<item>
<title><?php echo html_entity_decode( $aLink->link_description, 0, 'ISO-8859-1' ) ?></title>
<description>written by <?php echo html_entity_decode( $aLink->link_name, ENT_QUOTES, 'ISO-8859-1' ) ?></description>
<link><?php echo $aLink->link_url ?></link>
</item>
<?php
endforeach;
} ?>
</channel>
</rss>
Then I add new links using
URL: link URL
Name: author
Description: Post title