No fix, nor problem here.
An RSS feed is an XML file containing data - may it be news articles or something else.
However, XML files also have many more uses, one of which being websites, in which case they are generally composed of an XML dedicated to style, and one to content, it's the alternative to the traditional CSS/HTML couple.
The warning message you get is because your navigator tried to interpret it as a website, but it (logically) has no style data associated. However, in your bookmark menu, you might find something along the line of "add a dynamical bookmark", or better yet, use a feed reader. If that's solely for debug purposes, you might want to open the link up in an advanced text editor (something like Kate, emacs, notepad++, gedit, ...).