Here's a simple online RSS generator.Just fill in a few blanks and it will generate the code for you, then you just need to:
copy/paste into a text document
save as YourPheed.xml
upload to your site
http://www.webdevtips.com/webdevtips/codegen/rss.shtml
I used it to create my pheed for pheeds.com:
http://pheeds.com/pheeds.xml