Outlook 2003 doesn't support RSS feeds out of the box, but it's still a quite wide-spread standard mail reader in many corporations. Here's one way to make it work - exemplified by subscribing to build-logs in Hudson.
1: Go get RssPopper or any other alternative (or Google other alternatives)
Once the installation is done and you restart Outlook you'll see a tool-bar at the upper-left corner. Open the menu RssPopper -> Edit Feeds... and you'll see a ton of predefined feeds - I just selected all and deleted them. You can of course leave them if you find them interesting.
To add a new feed click the "New" button and add a valid link in the Link field. The Title field is automatically filled with the title of the feed. - That's it!
Note that the feed has a destination folder in your outlook, it's predefined by the RssPopper setup, but you can redirect it directly to the inbox if you want to.
Let's imagine that you want to subscribe to a feed on your Hudson server.
right-click on the link and save the link address to the clip board.
Now add a new feed in RssPopper and paste the clip board into the Link field.
As a Destination folder you coul click on "browse" and pick the inbox.
In outlook the destination folders will be created if they don't exist.
Even if you stop (delete) a feed you'll still have to delete the destination folders separately if you want to nuke them too.