RSS ("Real Simple Syndication") is a technology that allows you to use any of a number of client applications to get alerts when I change the content on my site or any of an number of other sites that you may visit frequently. There are lots of aggregators available, most are free. Once you've got an aggregator installed on your PC you can add feeds from lots of sources - here's a list of popular ones.
To use the RSS feed on my site, right click on the orange "RSS" icon in the upper right corner and select "Copy Shortcut". Go to your aggregator and do whatever you have to do to subscribe to a new feed. This action should prompt you to enter the URL of the feed - simply past the feed you've copied from my site and you should be all set. Let me know if you have any problems at email@example.com. I'm kind of new at this, so I'm probably screwing things up too.