Thanks Walrus.
I've been testing a few feeds and it sure can be the feed itself, as you said, what I was leaning towards. Funny how so many sponsors say their feed will work in any thing. Course they don't say how well they work..
The built in RSS widgets for WP work perfectly with a "proper" feed.
Actually there is one plug-in I found that lets you do pretty much everything, least from what I can tell, it's almost over kill. One reason I don't use it right now as it's quite complicated. Called Khanh's Quick Feeds. I can post a link it any one wants it, though sure G will bring it up.
As you probably know, there is no learning about widgets, just get a widget ready theme and drag and drop. I love them! I've actually gotten into theme's with Asides, nice column above two columns, nice place to fit sponsor feeds as there is more room. Just not many themes yet and I'm no CSS coder. Maybe I'm going overkill..