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Besides the usual disclaimer of saying that you should review the FAQs on this site and the readmes of any modules you are installing, if helps us if you state info about your set-up. Your XOOPS version, server OS, modules used, etc. There are several headlines modules so it helps to know what you are using.
Those .xml, .rdf, etc. URLs are correct. You won't see much by viewing those URLs directly. Those URLs are what you enter in the config section of the headlines module. You see the output from the normal module screen.