I really haven't a clue about rss, but I managed to install a script called feed2js that uses magpie and spits out a java code that allows you to display the feed pretty much anywhere. I use it to pull a blog feed to
this page and also for sponsor feeds.
It looks like their site has gone belly up, but if you want to try it I still have the zip. I tested it on your feed and it worked just fine.