This is fairly simple. The way I have done this in the past is to use a StringWriter and an XmlTextWriter to build the RSS document in code and then write the data out to the browser.
The file must conform to the RSS spec. Wikipedia has some pretty good information on it here: http://en.wikipedia.org/wiki/RSS_(file_format)
Some basic code would be:
StringWriter sw = new StringWriter();
XmlTextWriter writer = new XmlTextWriter(sw);
writer.WriteStartElement("rss");
writer.WriteAttributeString("version","2.0");
//Write channel description info here
//Write item elements here
//End item Elements
//End Channel elements
writer.WriteEndElement();
writer.Flush();
writer.Close();
Response.Write(sw.ToString());
sw.Close();
Response.End();
hth.
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