the code snippet on page http://codex.wordpress.org/WordPress_Feeds did not work for me. I am using WP 22.214.171.124 . The code halfway down the page says:
But the php function bloginfo returns the 'feed:' part, so the URL is then wrong. I removed feed: and it worked.
This is a problem, since i relied on the docs, and had to debug it without wanting to get into that much detail..