If you're using Safari and wondering why the nice blue RSS icon doesn't show up for your blog, the answer is that you have to add a <link/> tag to your header. This is the same solution as for Firefox. As an aside, I like Safari's default action upon clicking the icon better than Firefox's. Firefox subscribes you to its own, pretty cheesy, RSS bookmark folder where as Safari nicely popped the subscription right into NetNewsWire.
Why Doesn't My RSS Feed Show Up in Safari
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