You came across some website or blog and want to subscribe to it (so that new content is sent to you just like a newspaper comes to you daily). Then you'll need a Reader. A reader is an application which helps you subscribe to websites; so that you can read the updated or new content from the comfort of the reader window(ya you can read all subscribed content staying on at the Reader).
So if you haven't installed a reader yet, then install Google Reader, it's the best Reader available (in my opinion).
Once installed you need to subscribe to the website of your choice.In reader you subscribe to website feed or Rss or xml feed.(all are same). To know how to subscribe to a feed. Read this. How to subscribe to RSS Feeds in Google Reader.
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