Hi,
This is actually really easy. On any post or page you just type in one of the following two commands in the spot in the post where you want the feed data to show up:
[rsspara:URL]
[rsslist:URL]
I did this [rsslist:http://mfields.org/feed/]
and it worked great. A quote from my plugins page:
FirstRSS is a simple RSS aggregator for posts. Insert "[rsspara:URL]" or "[rsslist:URL]" into the post for paragraph or list format respectively. Replace "URL" with the URL of the RSS feed starting with "http://".
Hope this helps,
-Mike