With VS 2005 it’s possible. You can create your own screen saver without any coding. I will explain the basic steps to create your screen saver in minutes. Of course you will get the complete help info from the VS itself. So lets start your RSS feed screen saver.
Open the VS 2005, File > New > Project
New project dialog box will appear. Select the Starter Kits > Screen Saver Starter Kit
Click ok. You can go ahead and change the code for your requirements or else you can keep the default. Build the project & go to the project BIN folder. You will find ssNews.scr file in it. Copy & Paste the file into the %SystemRoot%\system32\ folder.(e.g. WINNT\system32\) Your done!. Great VS has created screen saver for you in just seconds. Select the screen saver (News) from the Screen saver tab from the Display settings & change the RSS feed from the Screen Saver Settings. You can customize the background picture / RSS feed / shortcut keys... whatever since we got the source code. So try it & have fun.