Some cell phones supports RSS feeds - mine don't.
Being an ubuntu user, initial searches for RSS readers for Ubuntu seems to point to the Sage plugin for Firefox.
I found some alternatives, currently I prefer Liferea - install is simple too, just run "sudo aptitude install liferea".
To subscribe to a FogBugs Filter - because that is what we are talking about, you simply select or define the query using the Filter options, and then on the upper right, select the "More" option, next to "Save Filter", there you will find the RSS option.
Now, on some systems clicking that link is sufficient for adding that feed to your preferred RSS aggregator, but you most certainly need to do a little bit yourself. You will need to modify the URL provided by FogBugz by adding your login credentials.
So if FogBugz generated the URL https://praqma.fogbugz.com/default.asp?pg=pgRss&ixPerson=3&ixFilter=20 you must append &sEmail=EMAIL&sPassword=PASSWORD to the string.