Different feed formats
Files that end in .htm or .html are HTML files i.e. files that use hyper-text markup language to describe how a web page should look. These are web pages intended for viewing by humans and contain special commands to the browser such as "put this bit of text here", "put this picture over there", "write this bit of text in bold and in red", etc.
XML stands for Extensible Markup Language and is information intended to be read by a computer. HTML is very hard for a computer to understand because the information is all over the place and is not organized in any sort of order. XML is very structured, with all the information in well-defined places. It's a very generic system and can be used for many things - it's simply a way for computers to pass information around.
RSS stands for Really Simple Syndication (or Rich Site Summary) and is a particular type of XML. It is most commonly used for news syndication and really is very simple, one of the main reasons why it has become so popular.
RDF stands for Resource Description Framework and is another type of XML. It is used for organizing information, primarily in work relating to the Semantic Web. However, it is also used for news syndication and is often referred to as RSS 1.0.
Atom is the newest kid on the block and while it performs the same function as RSS, it also fixes many of the problems that come up when using RSS.