Updated 16-Aug-2006 to reflect Feed2JS's move to http://feed2js.org
Here is an example of the generated HTML as it would appear in your website using the current data from this site:
The code for the above is a single (long) line of code:
There are many other ways to configure/display the information from AgilityNerd on your site. Just go to: http://feed2js.org/index.php?s=build and enter: http://agilitynerd.com/blog/index.rss10 in the URL text entry box. Then answer the other questions.
Feed2JS kindly caches the latest RSS feed from the source site you specify and replies with the above HTML each time someone visits a page on your site. This has the added advantage of not taxing the webserver of the source site to feed your website; which is nice for sites like this one with a small monthly bandwidth quota.
Feed2JS also has a number of ways to style the HTML that is delivered so you can change the look of the links to match your site. Of course, web developers fluent in CSS can just style the HTML directly.
For Blosxom bloggers I've been playing around developing a new plugin based on the headlines plugin to provide this same functionality. I hope to post this new plugin when/if I get it working. Either way I strongly recommend Feed2JS, it is a great project developed in the true spirit of the Open Source movement.