I just implemented an RSS feed in one of my sites the other day, and realized that visiting my site in Firefox did *not* result in the little blue feed icon showing up in the address bar area.
Turns out it’s not so automagic. You need to do stuff to make it happen. To get firefox to show that blue feed icon, your pages need to have something like this in the source somewhere (this is for my site — edit for your own):
<link rel="alternate" type="application/rss+xml" title="LinuxLaboratory Blog" href="http://feeds.feedburner.com/linlab">
You’ll probably want to put this bit in some file that gets included on every page, so no matter what page of your site someone visits, they have an opportunity to subscribe to your feed. I’m using Django for LinuxLaboratory, and I put it into the base template that gets included in all of the pages (well, not every single page, because I use more than one Django app to run my site, but I’ll eventually get it on all pages when I consolidate/organize my templates).