For the uninitiated...
What RSS does (or aims to do) is this, very crudely:
The incremental changes from "your" last visit is "probed" by a client running on your web browser.
You get a list of items that have been changed/ modified/ added-to from your last visit...
It's very useful... if you are in "that" frame of mind. It does not affect other aspects of the website.
Several boards have adopted this technology.
And moderators,
I know that other methods as mentioned by Rehaan are avaliable, but this method is less "intrusive" than those.
See:
www.pluck.com (just as an example)
Regards,
- mvk