5
Easy way to do it is online at
http://www.myrss.com. You could create a custom rss channel there, for example if you want to add a channel for your news, just enter the url to your news module there and myrss.com will create the pages for you to use to create your own rss page that you can add to your site.
The weblog has an rss file in it and you can get one for any module easily using myrss.com.
You could use the same rss image from the weblog to use in any module.
Take a look at the rss coding in the weblog module's files and you should be able to figure out how to add that feature to any module.